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Job role: Murex Market Risk Consultant
Experience level: 8+ years Murex Market Risk configuration
Location: Bangalore (work from office 3 days every week)
Note: Murex market risk configuration is mandate for this role
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Mandatory Skills Descriptio
n:- 8+ years of experience in Murex Market Risk modu
le-Must have handson experience in Murex application Market Risk configuratio
n - Deep expertise in Murex Market Risk Environment (MRE) modu
le- Proven ability to develop, configure, and optimize Market Risk calculations independent
ly- Experience in configuring and running risk computations including reval runs, normalized ru
ns- Strong business stakeholder management skills, with experience in running risk measure validatio
ns- Deep understanding of asset classes including MM, Fixed Income, FX, and IR Derivativ
es- Extensive hands-on experience in Market Risk functional validations (e.g., Interest Rate VaR, Stress Testin
g)- Expertise in configuring and validating various Market Risk measures such as VaR, PV01, CR01, and PnL vecto
rs- Strong analytical skills to explain differences in VaR results between Murex and other risk syste
ms- Solid understanding of Oracle and/or SQL Server RDBMS, with strong SQL skills for data analysis and validati
onJob ID: 149063431
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