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
Responsible for end-to-end software development and support for all work transitioned from Group (which could be projects, quarterly change requests, L3 production fixes). This includes analysis and design to development, implementation, testing and support
Responsible for quality assurance of the team delivery in conformance to the software delivery methodology and tools
Partner closely with the Group domain team to plan and manage transitioned deliverables
Experience in Murex Market risk Domain (VaR, Greeks, Sensitivities Stress-testing and attribution of Risk P&L)
Deep understanding of Murex VaR module (historical simulation, back testing, PL VaR)
Experience in major upgrade project in Risk domain
Experience in creating test cases Mx.3 version
Experience in MRA
Familiarity with MRE
Good understanding of Murex VaR DataModel
Fluent in using simulations and viewers.
Technologies:
Murex
Oracle
SQL, Python, Linux
AIX, Solaris, Open systems
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