Murex Market Risk

Job Description

• Candidate should possess an in-depth understanding of VaR with hands-on implementation experience. Good understanding of other key market risk concepts such as expected shortfall, stressed VaR, stress test, scenario analysis.
• Functional knowledge of different financial products and valuation methodologies covering various asset classes, e.g., vanilla IRS, CCS, FX Forward etc.
• Exposure to and understanding of different regulatory regimes, Basel 2, Basel 2.5, Basel 3, FRTB etc. that address market risk.Strong technical knowledge of market risk system implementation.
• Exposure to platforms like Murex, Calypso, Finastra etc. will be an advantage.
• Strong and effective communication skills handling various stakeholders such as business users, project managers, team leads.
• Candidate should be able to describe technical topics to non-technical users effectively.
• Candidate should display good problem-solving skills, i.e., debug an issue quickly and resourcefully to identify the root cause by working with other teams.
• Candidate should also be a keen learner willing to explore the system and identify solutions in the absence of clear documentation.

Job Description

Skills Required

VaR, Murex, Autosys, Sql, Calypso, Financial Products, Shell Scripting, Control-M