Job Description
5+ years of experience in Murex Market Risk module
- Deep expertise in Murex Market Risk Setting (MRE) module
- Proven ability to develop, configure, and optimize Market Risk calculations independently
- Experience in configuring and running risk computations, including reval runs, normalized runs
- Strong business stakeholder management skills, with experience in running risk measure validations
- Deep understanding of asset classes including MM, Fixed Income, FX, and IR Derivatives
- Extensive hands-on experience in Market Risk functional validations (e.g., Interest Rate VaR, Stress Testing)
- Expertise in configuring and validating various Market Risk measures such as VaR, PV01, CR01, and PnL vectors
- Robust analytical skills to explain differences in VaR results between Murex and other risk systems
- Solid understanding of Oracle and/or SQL Server RDBMS, with strong SQL skills for data analysis and validation