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 and run Market risk related processes involving MRA/MRE/Datamart and CTRL-M. This includes setting up: scenario imports, risk calculations, 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.
• Murex Financial Markets Risk exposure (MRE, MRA)
• Murex Datamart & EOD experience including job schedulers (CTRL-M or Autosys)
• Good knowledge of various asset classes, ideally including IRD, FI, Credit
• Good technical exposure: SQL, Basic Unix, Scripting, Murex pretrade/mxml, ..
Nice to have
• Experienced in dealing with Risk, Product Control and Front Office stakeholders in both Markets and Treasury divisions
• Technical expertise like advanced Unix, Java
• Murex environment management
• Hands-on knowledge 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
• Expert knowledge of how to analyze P&L and sensitivity issues within technology platforms
English: B2 Upper Intermediate
If needed, we can help you with relocation process. Click here for more information.
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