We've been engaged by a large Australian financial institution to provide resources to their FRTB project.
Joining this program you will have the benefit of working with an established client team, fully involved in the project initiation through to project implementation, not only for the Murex asset but also upstream systems, such as the managed market data service provider.
You will be a Technofunctional Murex developer focusing on
1. Working on FRTB implementation solution design together with the wider team and Murex.
2. Setup FO configurations. This includes setting up: curves, generators, simulations, model assignments, datamart extractions, EOD processing in CTRL-M, ...
3. Support the BA's, FO and Market Risk users in the validation of the market risk outputs.
The bank has an advanced Murex implementation leveraging Murex CI/CD setup to fully automate releases and version control.
• 5+ years experience of developer / tech BA experience
• 3+ years Murex FO config (especially on curves, simulation, etc.)
• Strong general understanding of Murex (GOM, Trade booking, events, simulations etc)
• Hands-on experience of FO configuration: instruments, generators, curves, market data, market conventions, etc
• Knowledge of FO setup: Simulation screens, Simulation Viewer, eTradepad, P&L notepad, market operations, etc
• Previous experience with financial markets technology from a Financial Markets or Risk perspective.
• Experience in discussing results with Quant team and facilitate their involvement as required.
• In-depth knowledge of various asset classes including IRD, FI, Credit, FXD, FX Cash and Commodities
• Experienced in dealing with Risk, Product Control and Front Office stakeholders in both Markets and Treasury divisions
Nice to have
• Experience in Murex on market risk.
• Experience in analyzing VAR/FRTB Market Risk outputs to determine first level of accuracy of values.
• Experience on regulatory projects
• Experience in analyzing P&L and sensitivity issues within technology platforms
English: C1 Advanced
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