Murex Market Risk Consultant #IJW

Your tasks

• As Murex ERM consultant, you will be part of application development in FRTB implementation project
• 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.
• Any other ad-hoc duties as assigned by supervisor

Requirements

• 10+ 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 simulation, back testing, PL VaR
• Experience in major upgrade project in Risk domain.
• Experience in creating test cases in 2.11 and 3.1 version
• Experience in MRA is required
• Familiarity with MRE is required.
• Good understanding of Murex VaR DataModel
• Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations

How to apply

Interested applicants, please Email , and look for johnwong@recruitexpress.com.sg

Other

EA Personnel Registration Number: R23117179