SENIOR APPLICATION SYSTEM MANAGER
- Responsibilities:
- As Murex ERM consultant, you will be part of application developmentin FRTB implementation project
- Work with different IT teams across infrastructure, and other divisions todeliver system solutions for the business.
- Build a strong relationship and manage expectations with users and stakeholders.
- Candidate is expected to be fully hands-on when managing his assigned tasksand while acquiring the necessary skills as expected of his role andresponsibilities. An independent worker who can multi-tasks is a must havequality
- Mandatory Skills Description:
- 10+ Years of experience in Murex Market risk Domain (VaR, Greeks,Sensitivities Stress-testing 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 in 2.11 and 3.1 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 commonlyused for Market Risk calculations
- Fluent in using simulations and viewers
- Nice-to-Have Skills Description:
- MLC & Collateral knowledge