Murex Market Risk L2

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.