Job Description

Project Description

We've been engaged by a large Australian company to provide consultants for their Murex FRTB/ VaR implementation.

We require an experienced CSA Tech BA with strong knowledge of Murex and broad exposure to financial markets. You will be working in a team of Murex BA's, Developers and Testers on a variety of tasks.

Responsibilities

• Solution design from scratch implementation of CSA related configuration, stakeholder management including front-office, curves setup, sim views, PL analysis ..
  End to end ownership of tasks in cooperation with Business Analysts and Testing team.

Skills

Must have

• • 4+ years Murex FO Dev experience
  • Prior experience or knowledge of setting up On the Fly Curves (Virtual Curves) in Murex
  • Understanding of the CSA Discounting framework with respect to Trade Valuations and Risk Management
  • Hands on experience on multi-currency CSA Setup
  • Knowledge on setting up OIS, XCCY Basis and Outright Curves in Murex and interplay of these curves within CSA Discounting.
  • Hands-on experience in Murex especially curve set up, Vol surface set up, and generators set up.
  • Have good knowledge of how to price trade and calculate Risk involving Greeks calculation, DV01, etc.
  • FI/ Credit/ Equities products knowledge and experience of managing these trades' lifecycle in Murex or Calypso.
  • Have good knowledge of how to create sim views.
  • Have good knowledge of how the trade lifecycle works in Murex.
  • Have good knowledge of SQL, writing Mx groovy scripts.
  • Understand PnL and Risk computation like Sim Views, and pricing configuration in Murex / Calypso.

Nice to have

• • Hands on experience in Java
  • Have knowledge of Calypso especially how to price a trade in Calypso , NPV calculation and how to build reports .
  • Have knowledge of how to create Datamart Reports

Languages

English: B2 Upper Intermediate

Seniority

Regular

Relocation package

If needed, we can help you with relocation process.

Vacancy Specialization Murex
Ref Number VR-80820