ResponsibilitiesSolution design from scratch.FRTB/ MR related configurations.Stakeholder management.FO Dev implementations including curves setup, sim views, PL analysis, etc.End to end ownership of tasks in cooperation with Dev and Testing team.Skills (Must have)4+ years of Murex Market Risk configuration experienceBusiness knowledge of some of the following areas is essentialKnowledge of PL Analysis in Murex at deal and portfolio levelImplementing changes in Murex that are Risk related, such as Rate curve configuration, Risk Matrices.Knowledge of key Market Risk metrics (e.g. VaR, FRTB) and other market risk methodologies.Product knowledge in any of the following asset classes, FX, IRDs, Fixed Income, Bonds, Commodities, Equities.Initial diagnosis of problems, for a system or sub-system or apply known solutions, including documenting problems, progress checking, and escalation to ensure resolutionTechnical knowledge in the following areas will be preferredKnowledge of Murex 3.1, along with the technical configuration and management of platform services.Some experience in the following: GIT, Artifactory, Jenkins, scripting (shell & Perl), SQL, Control-M, Unix, and Java process knowledge.Design, development, and maintenance of Murex workflows to manage, import/export events of trades and static data with external systemsInterface development
Job Title
Murex Market Risk BA