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Murex Specialist - MUREX - Risk Calculations - VaR Module

IT Di-Visions AG

Posted on Mar 29, 2021 by IT Di-Visions AG

Not Specified, Switzerland
Immediate Start
Annual Salary

Murex Specialist - MUREX - Risk Calculations - VaR Module

Job description

  • The native VaR functionality of MUREX (Taylor VaR) shall be used and properly configured. The target is having VaR calculations running as part of the regular end-of-day process and as well as simulations upon traders' requests


  • 5-10 years of Experience with Murex Version 3.1.3x or higher
  • Must have: Risk Calculations, VaR Module in general but specific Tailor VaR
  • Used to Murex Simulation
  • Used to Murex Datamart
  • Advantage: Experience with Commodity Instruments or Interest Rate Swaps

  • Advantage: FLEX modelling


IT Di-Visions is a friendly and dynamic IT placement agency which has a real track record with companies within the financial, telecom, insurance and other interesting industries in Switzerland. We place IT experts in contracting positions as well as in permanent employment contracts.

For further technical information, please contact Mr. Emanuele Gorelli.

IT Di-Visions AG
(see below) 

Reference: 1144672660

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