Accolite - Murex ERM Consultant - Market Risk Domain

Description Bounteous x Accolite : Bounteous x Accolite is a global end-to-end digital transformation consultancy, partnering with leading brands worldwide to drive exceptional client outcomes.

Through co-innovation, deep technical expertise, and a commitment to leveraging global talent, we build transformative digital solutions that solve todays challenges and capture tomorrows opportunities.

Our culture fosters belonging, growth, and accountability, ensuring successful business outcomes for our clients.

With a diverse team of strategists and technologists across the U.S., Latin America, Asia, and Europe, we deliver award-winning solutions in areas like AI, Data, Digital Commerce, Enterprise Transformation, Cloud Enablement, and more.

Required Skills

Must Have :

• 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.
• Good understanding of Murex VaR Data Model.
• Expertise in Murex Risk Modules including MRA, MRE, CRE and Collateral.
• Murex ERM implementation experience for PFE and XVA.
• FRTB Implementation experience.
• Fluent in using simulations and viewers.
• Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations.
• Strong domain understanding of Market Risk and FRTB.
• Deeper understanding of financial markets from a non-risk and MO perspective.

Good To Have

(ref : hirist.tech)

Skills Required

VaR, back testing , greeks , Stress Testing