Strong hands‑on experience with Murex MX.3 Risk Module
Solid understanding of market risk and pricing concepts, including VaR and sensitivities
Experience with market data configuration (curves, volatility surfaces)
Exposure to Murex technical components (simulation views, datamart, SQL)
Techno‑functional consultant with strong risk focus
Ability to engage in technical discussions with business stakeholders in a constructive and collaborative manner, fostering effective stakeholder management.
Key Requirements
Experience with Fixed Income (incl. Sukuk), Derivatives, Structured Products, Commodities, and Equities
Market Risk
a) VaR
b) Sensitivities‑based risk (Greeks: Delta, Gamma, Vega, etc.)