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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
Requirements:
. Education: bachelor's degree in computer science, Information Systems, or a related discipline.
. Experience:
O Minimum 5 years of overall IT experience, with at least 5 years of hands-on experience in Murex
Market Risk Management module.
O Proven track record in implementing and supporting market risk functionalities in Murex.
. Technical Skills:
O Strong proficiency in SQL/Oracle (including stored procedures).
O Expertise in Unix Shell scripting.
O In-depth knowledge of Murex Market Risk Management concepts and configurations.
O Experience in Murex simulation views, formulae, and datamart development.
O Hands-on experience with Market Risk module functionalities such as:
. Value-at-Risk (VaR)
. Sensitivities
. Stress Testing
. Back Testing
O Development of Market Risk MRE and MRA objects in Murex, including:
. Revaluation
. Raw and logical sources
. Aggregation views
. Node formula configuration
O Strong understanding of Market Risk configuration (e.g., static data, physical feeders).
O Proficiency in MRA scripting and automation, including ant-script development for aggregation
automation, tagging, and housekeeping.
Key Domain/ Technical Skills:
. Murex Market Risk Management modules & Murex Datamart
. End of Day process
. SQL & Shell scripting
. Control-M
Job ID: 141353481