Lead Murex Consultant (Market Risk)

Job responsibilities:

• Analyse user requirements and design/development of business users requirements and bug-fix.
• Work will also include development using UNIX shell scripts, SQL and other languages to automate the interfaces between Murex and other application systems.
• The candidate is expected to work closely, and communicate effectively and independently with project managers, business analysts and business users, as well as external vendors

Key requirements:

• Murex Market Risk Management modules & Murex Datamart
• End of Day process
• SQL & Shell scripting
• Control-M

Requirements:

• Bachelor’s degree in computer science, Information Systems, or a related discipline

• Minimum 7 years of overall IT experience, with at least 5 years of hands-on experience in Murex Market Risk Management module.
• Proven track record in implementing and supporting market risk functionalities in Murex.
• Strong proficiency in SQL/Oracle (including stored procedures).
• Expertise in Unix Shell scripting.
• In-depth knowledge of Murex Market Risk Management concepts and configurations.
• Experience in Murex simulation views, formulae, and datamart development.
• Hands-on experience with Market Risk module functionalities such as: Value-at-Risk (VaR), Sensitivities, Stress Testing, Back Testing
• Development of Market Risk MRE and MRA objects in Murex, including: Revaluation, Raw and logical sources, Aggregation views, Node formula configuration
• Strong understanding of Market Risk configuration (e.g., static data, physical feeders).
• Proficiency in MRA scripting and automation, including ant-script development for aggregation automation, tagging, and housekeeping.

Additional Competencies:

• Ability to work independently and collaboratively in a fast-paced environment.
• Strong problem-solving and analytical skills.
• Excellent communication and stakeholder management skills.