Murex Market Risk Specialist

We are looking for a Murex Market Risk specialist. You will work in a scrum team on different deliverables for different projects. You should be able to execute design, build and test activities independently. You will work on different areas like VaR, SVaR, historical stress scenarios, risk reports and risk dashboards. You will also be involved in EOD configuration and performance impact analysis and testing, therefore good technical skills and experience with EOD configuration are also required. The projects you will work on have strict deadlines and you will work closely together with other colleagues, knowledge sharing is important. You will directly interact with end users regarding requirements and testing in different areas like front office, market risk and risk reporting.

For multiple epics

• analyse requirements

• document requirements

• build configure changes

• test changes

• deploy changes into production

Must have
Strong Murex configuration skills and excellent market risk knowledge; at least 5 years of dedicated experience.
Product knowledge of IRD, Bonds, Futures, IRS, Fx and MM products.
Strong communication skills
Experience with project work
Basic technical skills (SQL, Shell scripting, Java etc.)
Scrum agile and/or Devops

Nice to have experience with

Off-shore teams
Equities and CDS products

Experienced / Senior level on Murex en FRTB (Fundamental Review of the Trading Book)