Job Description
Mandatory experience: Murex VaR module
Type B Change Request
L3 (6-9 years)
Platform/Product: Murex: Market Risk, Credit Risk
Server/Database: SQL server 2012
Language: -
OS: Windows 2012
Other Requirements: Must have: VaR (Value at Risk), EWRS, MLC /Credit Risk
Responsibilities
- As Murex ERM consultant, candidate will be part of application development team for Murex VaR module
- Work with different IT teams across infrastructure, and other divisions to deliver system solutions for the business.
- Build a strong relationship and manage expectations with users and stake holders.
- An independent worker with multi-tasking capabilities
Mandatory Skills Description
- 4+ Years of experience in Murex Market risk Domain (VaR, Greeks, Sensitivities Stress-testing and attribution of Risk P&L)
- Deep understanding of Murex VaR module (historical simu...