Job Title

This role is for a Lead Consultant position with a leading European bank engaged in the implementation of risk and regulatory projects using Murex. The consultant will act as a key interface between IT and business teams, focusing on the delivery of market risk solutionResponsibilities:- Serve as a Risk Consultant on Murex-based market risk and regulatory implementation projects. - Deliver and support functionalities across Scenario Definition, MRE, ERM, Datamart processes, and market data configurations. - Develop scripts and tasks using SQL, shell scripting, ANT scripting, and job schedulers like Control-M or Autosys. - Collaborate with cross-functional teams, including infrastructure and third-party system consultants, to deliver integrated solutions. - Participate in all phases of the project lifecycle: design, build, unit testing, UAT, regression testing, and deployment. - Maintain strong stakeholder relationships and manage expectations effectively. - Troubleshoot and resolve system issues in coordination with other teams.Mandatory Skills:- 7+ years of experience in a similar role. - Deep understanding and hands-on implementation experience of Value at Risk (VaR). - Strong knowledge of market risk measures, including expected shortfall, stressed VaR, stress testing, and scenario analysis. - Functional understanding of financial instruments such as IRS, CCS, and FX Forwards. - Familiarity with regulatory frameworks: Basel II, 2.5, III, and FRTB. - Experience implementing market risk systems, preferably Murex, Calypso, or Finastra. - Strong communication skills for effective interaction with business and technical stakeholders. - Problem-solving aptitude with ability to debug and explore solutions independently.