- We are seeking experience professional to join our Markets team under Murex & Risk application. The suitable candidate should have relevant experience and domain knowledge of the Murex front office and collateral management in the bank. The candidate must demonstrate expertise in the Murex & MLC system covering MSL pre-trade, Credit & market risk, integration, and reporting. Ideal candidate should be able to work independently and need to have decent written and oral communication skills. Hands on knowledge of migration or implement projects in Murex, Credit & market risk like PFE, CRE, Var, SIMM, FRTB will be value add to the team.
Responsibilities/Requirements:
- Min 8 years of experience in Front office or risk development in Murex.
- Development of building Strategy and enhancements to the pre-trade (MSL)
- Knowledge on e-tradepad deal booking, pricing patterns, different booking types in Murex (contract , packages etc)
- Integration experience on the dealing format for deal captures.
- Knowledge on event lifecycle of the trades and familiarity of the End of Day processes & GOM.
- Knowledge on STP rights, navigation templates, Dynamic tables and reporting.
- A good understanding on the Treasury products and various credit risks they can attract to.
- Should have a good knowledge on Credit & Market Risk configurations and its types, MLC formulas and functions that can be used in various MLC parsers and dynamic tables that are used in real time.
- Knowledge of CRE / PFE methodology, VaR, SIMM, FRTB, Stress & Backtesting in risk domain.
- Exposure to MLC eod concepts, live engine, real time feeds and experience in developing MLC EOD jobs.
- Knowledge on MRA/MRE , batch strategy, performance optimization for Risk components and services.
- A good understanding on the ISDA Netting agreements, GMRA, GMSLA agreements and the margin agree/dispute process.
- Expertise in MLC reports development, LRB, LTS and good understanding of Oracle database to write SQL's and Stored Procedures.
- Concentration Limits setup
- Good understanding of the Murex Risk architecture with various services involved is a must.
- Murex Interface knowledge to handle various testing
- Documentation of the changes
Familiarity of the tools:
- Control M
- Jira
- Bitbucket
- Devops & CI/CD integration
- Excel & VBA
- Python
- Sql developer
- Putty/Ssh
