- Murex will be a smaller component, although if our consultants have Market Risk/VaR knowledge then they could be considered for more generic BA roles too.
- Credit Risk Management across all financial asset classes
- Market Risk Management (including VaR, stress-tests, back-testing)
- Continuous follow-up of new Market regulations/practices globally
- Perform various levels of testing for assigned deliverables
Must- Strong product knowledge in IRD, CRD, FXD, EQD
- Strong understanding of FO and Market Risk functionalities
- Strong understanding on P&L concept overall and its components
- Strong understanding and some experience in Market Data, Curve structure, and Trade Life Cycle
- Prior experience must include utilizing risk management in derivatives finance principles including credit risk, market risk, liquidity risk, collateral management and clearing, or regulatory change such as Basel III;
- Utilizing financial products, pricing models and statistical data analysis through internal evaluations and cycles of tests; and utilizing databases including SQL & Unix.
- Strong analytical and conceptual skills
- Strong problem solving skills and attention to detail
- Strong presentation skills
- Strong relationship building skills both internally and externally
- 5+ years experience in risk and financial markets role
- Must have strong personality, logical and analytical skills
- Be detailed-oriented, a quick learner and self-starter
- Possess good verbal and written communication skills
- Must have strong organization skills
Nice to haveNice-to-have:
- BS or higher degree in Finance, Mathematics or equivalent
- Implementations and upgrades: MXpress; FEM migrations experience
- MXplus updates and MX.3 main-branch upgrades
- Test management
- Trade life cycle management
- Curve managements
- Market Data management
- Knowledge in SQL (Oracle and/or Sybase) and Unix commands is a plus
- Client focus: understands clients' businesses; identifies and understands the needs and objectives of clients, both on an individual and corporate basis; builds strong relationships to aid Excelian's aim of being a trusted partner to the clients.
- Communication skills: expresses ideas effectively, both verbally and in writing; adjusts language, terminology and non-verbal communication as appropriate.
- Teamwork: works effectively with others; helps to build strong teams and networks.
- Personal leadership: realistically identifies own skills, experience, knowledge and other personal attributes; displays confidence and resilience.
- Planning and organizing: identifies and meets milestones; understands and articulates deliverables; assesses and mitigates risks; sticks to the scope of work and manages any changes.
- Analytical decision-making: identifies and solves problems using insight and experience to make good decisions; gathers relevant information, identifying important issues and drawing conclusions.
- English: Advanced/Fluent