Murex Var

2 weeks ago

Malaysia NodeFlair Full time

Job Summary:

Job Type

Seniority
Mid Senior

Years of Experience
Information not provided

Experience (4-9 years)

Mandatory experience:
Murex VaR module

Mandatory Skills Description:

  • 4+ Years of experience in Murex Market risk Domain (VaR, Greeks, Sensitivities Stresstesting 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 Mx.3 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 Fluent in using simulations and viewersNicetoHave Skills:
MLC & Collateral knowledge

Responsibilities:

  • 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.
  • An independent worker with multitasking capabilities

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