SOFTWARE ENGINEER

.Minimum 6 years of overall IT experience, with at least 5 years of hands-on experience in Murex Market Risk Management module.

.Proven track record in implementing and supporting market risk functionalities in Murex.

.Strong proficiency in SQL/Oracle (including stored procedures).

.Expertise in Unix Shell scripting.

.In-depth knowledge of Murex Market Risk Management concepts and configurations.

.Experience in Murex simulation views, formulae, and DataMart development.

.Hands-on experience with Market Risk module functionalities such as:

.Value-at-Risk (VaR)

.Sensitivities

.Stress Testing

.Back Testing

.Development of Market Risk MRE and MRA objects in Murex, including:

.Revaluation

.Raw and logical sources

.Aggregation views

.Node formula configuration

.Strong understanding of Market Risk configuration (e.g., static data, physical feeders).

.Proficiency in MRA scripting and automation, including ant[1]script development for aggregation automation, tagging, and housekeeping.