Murex Risk Analyst

Job Responsibilities

Able to assist different teams in generating numbers out of the Murex & Calculation engine platforms.
Able to troubleshoot issues related to generated data quality, validate required static / market data /scenarios.
Able to rerun as needed data/files depending on various data requests from users to provide end to end support on Risk framework.
Develop test plans for enhancements & new products initiated by Front office, or Risk and requiring analytics documentation/validation.
Create and maintain a knowledge base, support scripts, documentation, and procedures.
Collaborate with different IT teams to support multi-platform integration.

Qualifications

Overall 8+ years of IT experience
5+ years of experience in Derivatives line of business (IRD, FXO, EQD)
Strong experience in Front office & Market Risk
Hands on experience in stress testing, VaR (Value at Risk), FRTB, Time Series and valuation
Good experience in SQL
Experience in Python, ANT scripting, JSON format

Good To Have

Experience in Murex 3.1
Experience in Market Risk cross Asset or cross-platform implementation