Murex Market Risk

Responsibilities:

· Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management

· Good understanding of key market risk concepts (eg. traded products, VaR, stress testing, risk/limit management)

· Good understanding of key credit risk concepts (eg. traded products, counterparty risk, credit approval process, limit management, excess management)

· Strong technical knowledge specially in Murex domain

· Good business domain knowledge of banking & trading book

· Good understanding of datamart and simulation module in GMP

· Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders

· Good problem solving, analytical, synthesis, system thinking and solutioning skills

· Ability to identify, monitor and manage project risks, issues and dependencies, and agree appropriate solutions with sponsors and key stakeholders

· Strong influencing skills to achieve alignment up and down the organization

· Experience in implementing large-scale, highly available applications or other large project implementation

· Proven result-oriented person with a focus on delivery

· Good understanding and experience in software development cycle

Requirements:

Required Skills

· Experience working with MUREX

· Functional understanding of counterparty risk and pfe

· Experience in product pricing methodologies

· Experience in VaR, MRA, MRE Configurations

· Understanding of the model assignments, market data, Rate curves etc.

· Understanding of simulations and datamart module

· Strong technical & functional background.

Optional Skills

· Education:

· Bachelor's or Masters degree in computer science, engineering or in Finance domain

· Related professional/technical qualification will be advantageous although not mandatory

· Strong Murex Knowledge