Upskills · 1 month ago
Murex Market Risk Consultant
New York, NY
Full-time
Onsite
Mid LevelUpskills provides expert financial software consulting for investment banks and leading financial institutions in Asia Pacific, Middle East and Europe region. They are seeking a dedicated Murex Market Risk Consultant to work in a client-servicing role to drive one of their client’s global system implementations.
ConsultingInformation Technology
Responsibilities
Design solution according to Market Risk business requirements
Definition, execution & validation of validation test cases & deliverable package according to project methodology
Support the client on SIT, and UAT test through case investigation and resolution
Manage user requirements workshops and formulation of an overall solution design
Modelling transactions and validation to ensure that the business requirements are met
Work hands on to troubleshoot and debug Murex Market Risk issues
Conduct analysis and propose solutions for business issues, process changes and functional requirements
Assist in system integration, data migration and implementation
Work with different teams and collaborate with stakeholders to deliver system solutions for the business
Build a strong relationship and manage expectations with users and stake holders
Qualification
Required
Master's or Bachelor's Degree, preferably from Financial Engineering, Applied Finance, Business or Computer Science or related discipline
Experience of either Murex VAR, MRA or MRE configuration
Possess Market Risk Knowledge of VaR/ES, Back Test, Stress VaR
Understanding of Market Data and Rate Curve assignment methods in Murex
Strong knowledge and functional experience on related Murex risk modules. E.g. MRA, MRE, MLC
Pricing and Model assignment configuration in Murex
Familiar with SQL &, XML, Unix commands
Understanding of Greeks/Sensitivities
Experience in managing and delivery of trading platforms for Treasury products
Exposure to Financial Markets and Derivative products
Strong time management skills and demonstrable problem solving/analytical skills
Company
Upskills
Upskills is a global consulting firm with a particular focus on IT solutions for financial organizations and capital markets industry.
Founded in 2009
1001-5000 employees
Funding
Current Stage
Late StageLeadership Team
Thong TRAN
Managing Partner & Co-Founder
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