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.
