As Murex ERM consultant, candidate will be part of application development team for Murex
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 stakeholders
An independent worker with multi tasking capabilities
Experience in Murex Market Risk Domain VaR, Greeks, Sensitivities Stress testing, and
attribution of Risk P L
Understanding of Murex VaR module historical simulation, back testing, PL VaR
Upgrade project in Risk domain
Creating test cases Mx.3 version
Experience in MRA
Familiarity with MRE
Good understanding of Murex VaR Data Model
Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market
Fluent in using simulations and viewers
Nice to Have Skills
MLC Collateral knowledg
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Job candidates will not be obligated to disclose sealed or expunged records of conviction or arrest as part of the hiring process.
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