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 of Murex Market Risk configuration experience
Business knowledge of some of the following areas is essential
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.
Other
Languages
English: B2 Upper Intermediate
Seniority
Senior
Bengaluru, India
Req. VR-116524
Murex ERM
BCM Industry
06/08/2025
Req. VR-116524
Beware of fraud agents! do not pay money to get a job
MNCJobsIndia.com will not be responsible for any payment made to a third-party. All Terms of Use are applicable.