This role is for a Credit Risk Consultant working with a leading bank to implement credit risk functionalities using Murex MLC. The consultant will support technical and functional delivery across modules while working closely with internal teams and vendors.
Responsibilities
- Work as a Credit Risk Consultant on Murex MLC.
- Configure Risk Settings, Limits, MLC Formulas, Excess Management, and Limits Engine.
- Write SQL scripts and automate using shell scripting; handle scheduling via Control-M or Autosys.
- Support testing and deployment activities end-to-end.
- Liaise with cross-functional teams to implement changes.
- Provide troubleshooting support and documentation.
SKILLS
Must have
- 1+ years of experience in a similar role.
- Strong understanding of credit risk exposures and hands-on delivery experience.
- Understanding of Market Risk fundamentals, including CVA and collateral management
- CFA or FRM or CA certification is mandatory
- Familiarity with PFE, xVA, compliance, and collateral practices.
- Knowledge of IRS, CCS, FX Forward instruments, and pricing.
- Regulatory exposure: Basel II/2.5/III, SA-CCR, SIMM, FRTB-xVA.
- Positive problem-solving and communication skills.
Nice to have
- Experience in MxTest / ONYX experience would be a plus • Experience in other Murex modules like Market Risk, Credit Risk, Accounting, etc.