Murex Market Risk/ Credit Risk Consultant

Upskills provides expert financial software consulting to investment banks and leading financial institutions in Asia Pacific, Middle East and Europe. With a strong, Front to Back expertise in the cash and derivatives markets, coupled by an in-depth knowledge of financial markets technologies, we provide smart and efficient solutions. We are seeking highly motivated Murex Market Risk/ Credit Risk Consultant to work on a customer facing role to drive one of our client's Murex activities and projects. Design solution according to Market Risk business requirements. Definition, execution & validation of validation test cases & deliverable package according to project methodology. Support the client on SIT, and UAT test through case investigation and resolution. Manage user requirements workshops and formulation of an overall solution design. Modelling transactions and validation to ensure that the business requirements are met. Work hands on to troubleshoot and debug Murex Market Risk issues. Conduct analysis and propose solutions for business issues, process changes and functional requirements. Assist in system integration, data migration and implementation. Work with different teams and collaborate with stakeholders to deliver system solutions for the business. Build a strong relationship and manage expectations with users and stake holders. Requirements Master's or Bachelor's Degree, preferably from Financial Engineering, Applied Finance, Business or Computer Science or related discipline. Experience of either Murex VAR, MRA or MRE configuration. Possess Market Risk Knowledge of VaR/ES, Back Test, Stress VaR. Understanding of Market Data and Rate Curve assignment methods in Murex. Strong knowledge and functional experience on related Murex risk modules. E.g. MRA, MRE, MLC Pricing and Model assignment configuration in Murex. Familiar with SQL &, XML, Unix commands. Understanding of Greeks/Sensitivities. Experience in managing and delivery of trading platforms for Treasury products. Exposure to Financial Markets and Derivative products. Strong time management skills and demonstrable problem solving/analytical skills.

The consultant will design solutions according to Market Risk business requirements and support the client on testing phases. They will also troubleshoot Murex Market Risk issues and collaborate with stakeholders to deliver system solutions.

Candidates should have a Master's or Bachelor's degree in a related field and experience with Murex configuration. Knowledge of Market Risk concepts and strong analytical skills are essential.

Relevées dans la description du poste. Confirmez les exigences importantes ci-dessus.

• Murex VAR
• MRA
• MRE
• Market Risk
• VaR
• ES
• Back Test
• Stress VaR
• Market Data
• Rate Curve
• SQL
• XML
• Unix
• Greeks
• Treasury Products
• Financial Markets
• Derivative Products

• Finance & Accounting
• Consulting
• Technology

Formation minimale

Baccalauréat

Expérience minimale

5+ ans

Langue de l’offre

anglais

Heures de travail

40 heures par semaine