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Division Manager, Global Markets

Salary undisclosed

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Job Responsibilities: -As Murex ERM lead, 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. Job Requirements: - 9+ 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.