Mandatory experience: Murex VaR module

Type B Change Request

L3 (6-9 years)

Platform/Product: Murex: Market Risk, Credit Risk

Server/Database: SQL server 2012

Language: -

OS: Windows 2012

Other Requirements: Must have: VaR (Value at Risk), EWRS, MLC /Credit Risk

Responsibilities

• 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 stake holders.
• An independent worker with multi-tasking capabilities

Mandatory Skills Description

• 4+ Years of experience in Murex Market risk Domain (VaR, Greeks, Sensitivities Stress-testing and attribution of Risk P&L)
• Deep understanding of Murex VaR module (historical simu...