Senior Manager - Murex Market Risk (7-10 yrs)

Job Description:

- As Senior Manager-Murex Market Risk, candidate will be part of application development team for Murex and managing Murex Risk team

- Experience in training junior Market Risk Resource

- Delivering a new platform to Treasury Front Office, TMO and Risk to manage the funding of the Bank.

- Experience to work on change requirements and enhancements, also directly interact with the Business stake holders, to take Business Requirements from inception through to production delivery.

- Strong analytical skills to explain differences between Murex and other systems in VaR results

- Proven track record of configuring and validating various Market Risk measures, such as PV01, CR01, and PnL vectors

- Experience in functional validations for MR (eg IR VaR).

- Understanding of various asset classes in detail (MM, Fixed Income, FX, and IR Derivatives)

- Work with different IT teams across infrastructure, and other divisions to deliver system

- Build a strong relationship and manage expectations with users and stakeholders; Ability to interact with business stakeholders and run validations for various Market Risk measures

- Ability to develop and deliver Market Risk configurations independently; Experience in configuring reval runs, normalized runs

Qualifications:

- Experience in Murex Market Risk Domain VaR, Greeks, Sensitivities Stress testing, and attribution of Risk P & L

- Understanding of Murex VaR module historical simulation, back testing, PL VaR

- Upgrade project in Risk domain

- Creating test cases Mx.3 version

- Experience in MRA

- Familiarity with MRE

- Good understanding of Murex VaR Data Model

- Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market

- Risk calculations

- Fluent in using simulations and viewers

- Nice to Have Skills: MLC Collateral knowledge

Monika