We are looking for an experienced Credit Risk Consultant to join a leading banking client's project, focusing on the implementation and configuration of credit risk functionalities using Murex MLC / ERM.
Job Location : Bangalore ,Gurgaon, Chennai
Key Responsibilities:
- Configure Risk Settings, Limits, MLC Formulas, Excess Management and Limits Engine.
- Work on SQL scripting, Shell scripting and job scheduling (Control-M / Autosys).
- Support end-to-end testing, deployment and troubleshooting.
- Collaborate with cross-functional teams and vendors.
- Maintain technical documentation and support implementation activities.
Mandatory Skills & Experience:
- Hands-on experience in Murex MLC / ERM.
- Robust understanding of Credit Risk Exposure and Risk Management.
- Knowledge of Market Risk, CVA and Collateral Management.
- Familiarity with PFE, xVA, SA-CCR, Basel II/2.5/III, SIMM and FRTB-xVA.
- Knowledge of IRS, CCS and FX Forward instruments and pricing.
- Strong SQL and Shell scripting skills.
- CFA / FRM / CA certification is mandatory.
- Minimum 1+ year of relevant experience.
Interested candidates/references: Please share your updated CV via DM or tag someone who might be a good fit.