Murex Market Risk BA

Project description

We've been engaged by a large Australian company to provide consultants for their Murex FRTB/ Market Risk implementation.

We require an experienced Murex FO or Murex Market Risk BA with strong knowledge of Murex and broad exposure to financial markets. You will be working in a team of Murex BA's, Developers, and Testers on a variety of tasks.

Responsibilities

• Solution design from scratch.
• FRTB/ MR related configurations.
• Stakeholder management.
• FO Dev implementations including curves setup, sim views, PL analysis, etc.
• End to end ownership of tasks in cooperation with Dev and Testing team.

Skills

Must have

• 4+ years of Murex Market Risk configuration experience.
• Business knowledge of some of the following areas is essential.
• Knowledge of PL Analysis in Murex at deal and portfolio level.
• Implementing changes in Murex that are Risk related, such as Rate curve configuration, Risk Matrices.
• Knowledge of key Market Risk metrics (e.g. VaR, FRTB) and other market risk methodologies.
• Product knowledge in any of the following asset classes, FX, IRDs, Fixed Income, Bonds, Commodities, Equities.
• Initial diagnosis of problems, for a system or sub-system or apply known solutions, including documenting problems, progress checking, and escalation to ensure resolution.
• Technical knowledge in the following areas will be preferred
• Knowledge of Murex 3.1, along with the technical configuration and management of platform services.
• Some experience in the following: GIT, Artifactory, Jenkins, scripting (shell & Perl), SQL, Control-M, Unix, and Java process knowledge.
• Design, development, and maintenance of Murex workflows to manage, import/export events of trades and static data with external systems.
• Interface development.

Nice to have

• Experience in the Murex Accounting module.