Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management.
Good understanding of key market risk concepts (e.g., traded products, VaR, stress testing, risk/limit management).
Good understanding of key credit risk concepts (e.g., traded products, counterparty risk, credit approval process, limit management, excess management).
Strong technical knowledge, especially in the Murex domain.
Good business domain knowledge of banking & trading book.
Good understanding of Datamart and Simulation modules in GMP.
Highly effective in communicating with technical stakeholders and proficient in communicating with non-technical stakeholders.
Good problem-solving, analytical, synthesis, system thinking, and solutioning skills.
Ability to identify, monitor, and manage project risks, issues, and dependencies, and agree on appropriate solutions with sponsors and key stakeholders.
Strong influencing skills to achieve alignment across the organization.
Experience in implementing large-scale, highly available applications or other large project implementations.
Proven result-oriented professional with a strong focus on delivery.
Good understanding and experience in the software development lifecycle (SDLC).
Requirements
Required Skills
Experience working with Murex.
Functional understanding of Counterparty Risk and PFE (Potential Future Exposure).
Experience in product pricing methodologies.
Experience in VaR, MRA, and MRE configurations.
Understanding of model assignments, market data, rate curves, etc.
Understanding of Simulation and Datamart modules.
Strong technical and functional background.
Strong Murex knowledge.
Preferred Qualifications
Bachelor’s or Master’s degree in Computer Science, Engineering, Finance, or related domain.
Related professional or technical certifications will be an added advantage, though not mandatory.
Experience
5+ years of relevant experience in Murex and Risk Management domain preferred.
