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.
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.
Robust 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 positive fit.