Murex Market Risk specialist
Posted on Mar 17, 2020 by Levy Associates Ltd
Murex Market Risk specialist.
Interested in a long-term challenge as a Murex Market Risk specialist? Here is a great opportunity with a leading Dutch financial company, don't miss it!
In this role, you will work in a scrum team on different deliverables for different projects. You should be able to execute design, build and test activities independently.
As a Murex consultant, you will work on different areas like VaR, SVaR, historical stress scenarios, risk reports and risk dashboards. You will also be involved in EOD configuration and performance impact analysis and testing, therefore good technical skills and experience with EOD configuration are also required.
The projects you will work on have strict deadlines and you will work closely together with other colleagues, so knowledge sharing is important. You will directly interact with end users regarding requirements and testing in different areas like Front Office, market risk and risk reporting.
- analyse requirements
- document requirements
- build configure changes
- test changes
- deploy changes into production
Must have skills
- Strong Murex configuration skills and excellent market risk knowledge; at least 5 years of dedicated experience.
- Product knowledge of IRD, Bonds, Futures, IRS, Fx and MM products.
- Strong communication skills
- Experience with project work
- Basic technical skills (SQL, Shell Scripting, Java etc.)
- Scrum agile and/or Devops
Nice to have experience with
- Off-shore teams
- Equities and CDS products