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Murex Market Risk Techno Functional Consultant

Cyberjaya Job No. 11382328 Full-time
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Job Description

  • As Murex ERM consultant, candidate will be part of application development team for Murex
  • VaR module
  • 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

Qualifications

  • 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
  • Risk calculations
  • Fluent in using simulations and viewers
  • Nice to Have Skills
  • MLC Collateral knowledge

All employment decisions shall be made without regard to age, race, creed, color, religion, sex, national origin, ancestry, disability status, veteran status, sexual orientation, gender identity or expression, genetic information, marital status, citizenship status or any other basis as protected by federal, state, or local law.

 

Job candidates will not be obligated to disclose sealed or expunged records of conviction or arrest as part of the hiring process.

 

Accenture is committed to providing veteran employment opportunities to our service men and women.

 

Please read Accenture’s Recruiting and Hiring Statement for more information on how we process your data during the Recruiting and Hiring process.

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