Job Description

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

We require an experienced Murex FO or Murex Market Risk 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.
FRTB/ MR related configurations
Stakeholder management
FO Dev implementations including curves setup, sim views, PL analysis, etc.
End to end ownership of tasks in cooperation with Dev and Testing team.

Skills

Must have

4+ years Murex FO Dev or Murex Market Risk configuration experience

Business knowledge of some the following areas is essential

• Murex Front office Business analysis, including trade pricing
• Knowledge of PL Analysis in Murex at deal and portfolio level
• Implementing changes in Murex that are Risk related, such as Rate curve configuration, Risk Matrices.
• Knowledge of key Market Risk metrics (e.g. VaR, FRTB) and other market risk methodologies.
• Product knowledge in any of the following asset classes, FX, IRDs, Fixed Income, Bonds, Commodities, Equities.
• Initial diagnosis of problems, for a system or sub-system or apply known solutions, including documenting problems, progress checking, and escalation to ensure resolution

Technical knowledge in the following areas will be preferred

• Knowledge of Murex 3.1, along with the technical configuration and management of platform services.
• Some experience in the following: GIT, Artifactory, Jenkins, scripting (shell & Perl), SQL, Control-M, Unix and Java process knowledge.
• Design, development and maintenance of Murex workflows to manage, import/export events of trades and static data with external systems
• Interface development

Nice to have

Experience in the Murex Accounting module

Languages

English: B2 Upper Intermediate

Seniority

Senior

Relocation package

If needed, we can help you with relocation process. .

Vacancy Specialization

Murex

Ref Number

VR-82198