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Murex Market Risk Consultant (ERM)

Upskills

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 Consultants

with strong knowledge & experience in the client side with key responsibilities given as below: 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 in Quantitative Finance, Computer Science, Financial Engineering or in Applied Finance domain. Knowledge of key market risk concepts such as traded products, VaR, stress testing, risk/limit management etc. Strong technical & functional experience in Murex (e.g. VaR, MRA, MRE) Possess Market Risk Knowledge of VaR/ES, Back Test, Stress VaR. Good business knowledge of banking & trading book. Familiar with SQL &, XML, Unix commands. Understanding of Greeks/Sensitivities. Good understanding of the model assignments, Market Data, Rate Curves etc. Proficient communication skills with technical and non-technical stakeholders Ability to identify, monitor and manage project risks, issues and dependencies, and agree appropriate solutions with sponsors and key stakeholders. Strong time management skills and demonstrable problem solving and analytical skills.

Vaga publicada há 26 dias atrás
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