Global Market- Senior Risk & Data Science Manager
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L4 (>9 years)
Role: Global Market - Risk & Data science - Murex/Risk Developer
Mandatory experience: Must have: VaR (Value at Risk), EWRS, MLC /Credit Risk
Type B Change Request
Platform/Product: Murex: Market Risk, Credit Risk
Server/Database: SQL server 2012
Language: -
OS: Windows 2012
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:
6+ 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 simulation, back testing, PL VaR)
Experience in major upgrade project in Risk domain.
Experience in creating test cases Mx.3 version
Experience in MRA is required
Familiarity with MRE is required.
Good understanding of Murex VaR DataModel
Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations
Fluent in using simulations and viewers
Nice-to-Have Skills:
MLC & Collateral knowledge