Currently, will look to take on all Murex functional, technical and environments management support as well as new features implementation within a single globally distributed team (Sydney / London / Bangalore).
Business trips to Australia might be required with a further possibility of relocation to Australia (performance-based option on clients feedback)
Configuration for MRE module in Murex will be expected. You have the opportunity to help shape the teams role and responsibilities and help implement new technologies and processes to expand and deepen test coverage and improve time to release.
Must1. Analyses and resolves issues related to system configuration, Risk, pricing, P&L, sensitivities, market data, market operations, EOD, interfaces, etc
2. Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes/solutions
3. Acts as an intermediary between business and vendor
4. Works on small BAU projects to deliver extended functionality and enhancements to the Risk & MO users, and is familiar with the systems development life cycle
5. Ensures documentation and deliverable are consistent with defined standards
6. Has the ability to work under pressure to resolve critical issues and meet project deliverables
- Assist in VaR report creation, deal analysis or scenarios upload
- Analyze the VaR of a portfolio to instrument or deal level
- Emulate the shifts in a scenario on a portfolio or deal
- Configure any additional reports and views
- Support the market risk team for queries/ issues.
- Support statistical analysis reports
- Analyze and support the Backtesting results ( if murex backtesting is used)
- If VaR data is interfaced into any other external system, any discrepancies in the data files are also supported
- Has a good knowledge of Murex Datamart
Nice to have4 + Years of relevant Murex experience
Good domain understanding of Market Risk, VaR/MRE Reports Development
Murex Knowledge around - VaR, Simulation Viewer, Risk Matrices ( Implementation or migration projects), Murex Datamart and EOD, Static Data, GOM, Market Data, Market Operations
Working-level knowledge around Unix & Syabse
Murex Knowledge around - P&L, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations
Domain knowledge :
Strong domain understanding of Market Risk, VaR Reports
Should possess an understanding of financial markets
Knowledge of financial instruments such as Interest Rate Derivatives, Credit Derivatives, Currency Derivatives, Swaps, Futures, Options, FRA, etc.
- English: Intermediate