Murex Market Risk Specialist

il y a 4 semaines


Paris, Île-de-France Upskills Temps plein
Job Description

Upskills is seeking a highly skilled Murex Market Risk Consultant to join our team. As a key member of our client-servicing team, you will be responsible for driving the implementation of our client's global system, with a focus on Market Risk.

The ideal candidate will have a strong background in Market Risk, with experience in Murex VAR, MRA, or MRE configuration. You will be responsible for designing solutions that meet the business requirements, managing user requirements workshops, and formulating an overall solution design.

Key responsibilities will include:

  • Designing solutions that meet Market Risk business requirements
  • Managing user requirements workshops and formulating an overall solution design
  • Modelling transactions and validation to ensure that business requirements are met
  • Working hands-on on Murex VAR / MRA Configuration and troubleshooting issues
  • Conducting analysis and proposing solutions for business issues, process changes, and functional requirements
  • Assisting in system integration, data migration, and implementation
  • Collaborating with different teams and stakeholders to deliver system solutions for the business

Requirements

  • Master's or Bachelor's Degree in a related field, such as Financial Engineering, Applied Finance, Business, or Computer Science
  • Experience in Murex VAR, MRA, or MRE configuration
  • Strong knowledge of Market Risk, including VaR/ES, Back Test, and Stress VaR
  • Understanding of Market Data and Rate curve assignment methods in Murex
  • Pricing and Model assignment configuration in Murex
  • Understanding of Greeks/Sensitivities
  • Experience in managing and delivering trading platforms for Treasury products
  • Exposure to Financial Markets and Derivative products
  • Excellent communication skills and ability to interact with senior stakeholders
  • Proven track record and references

Skills

Market Risk, Murex, VaR, Rate Curve, Valuation Modelling, Financial Markets, Capital Markets, Financial Engineering, SQL


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