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Full-Time Opportunity: This is a permanent, full-time position with a competitive package and real career growth potential.
Job Description
Responsibilities
- Support Market Risk enhancements and optimizations in the Murex platform
- Independently engage with end users to gather, clarify, and document business requirements
- Own and drive the implementation of Murex Market Risk configurations and optimizations
- Optimize existing risk methodologies and calculation formulas to improve performance and accuracy
- Conduct impact analysis and validation of Market Risk measures (e.g., VaR, PV01, CR01, PnL vectors)
- Drive functional validations for Market Risk metrics and coordinate testing with end users
- Troubleshoot, debug and resolve complex issues related to Market Risk computations
- Work closely with cross-functional teams including Risk, Front Office, and IT to ensure seamless integration of risk measures
- Contribute to process automation and continuous improvement of release cycles
Requirements