Job Description
Optimum Solutions (Registration Number: N)
Role: Murex Market Risk Analyst
- Minimum 10 years of relevant experience, preferably in a financial institution -Must
- Recent working experience working with MUREX is a must (3-5+ years)
- Should have working experience in VaR, MRA, MRE Configurations (2+ years)
- Bachelor's or Masters degree in computer science, engineering or in Finance domain
- Related professional/technical qualification will be advantageous although not mandatory
- Experience in product pricing methodologies is mandatory
- Functional understanding of counterparty risk and pfe
- Understanding of the model assignments, market data, Rate curves etc.
- Understanding of simulations and datamart module
- Strong technical & functional background
- Good understanding and experience of key market risk concepts (eg. traded products, VaR, stress testing, risk/limit management...