Description

Primary Skills

  • Murex Technical Knowledge: 
    • Credit risk configuration. 
    • Market risk configuration. 
    • Workflow configuration and development. 
    • Datamart configurations 
    • Interface development (TDS, LTS, MDIT) 

Secondary Skills:

  • Linux bash scripting 
  • SQL 
  • Domain knowledge: 
    • Market Risk – VaR, DV01, NOP 
    • Credit Risk – PFE, CVA, SIMM 
    • Trade Pricing. 
    • IRD, FXD, SCF 

Job Description

  • 11+ years of overall experience and 5+ years of experience in Murex 
  • Conduct gap analysis between current and target Murex versions and collaboratively address findings with upstream and downstream development teams. 
  • Help define overall regression testing strategy between current and target versions. Lead junior team members in the testing and triage of defects. 
  • Contribute to overall implementation strategy of the upgrade. 
  • Work with SME, Business Analyst to develop new market and credit risk solutions in Murex. 
  • Deliver on-going enhancements to the production instance across, MLC, Market Risk, and Trade Pricing capabilities. 
  • Work with vendor and tech teams to define and deliver data migration to cloud. 
  • Previous experience of a Murex upgrade for a risk platform leveraging MLC and Market Risk modules. 
  • Expertise in Murex, particularly Credit & Market Risk configurations (PFE, CVA, VaR), Trade interface development (TDS, LTS), Market Data interface development (mdit), static data interfaces, workflow configuration, Datamart reporting. 
  • Reporting of project progress and impediments to management and stakeholders during project lifecycle. 
  • Operational reporting on issues and root cause, as well as follow up actions as required from dev team and/or vendors. 
  • Ensure runbooks are fully up-to date and unlock efficiency derived from automation. 
  • Hands-on experience with Unix scripting and SQL 
  • Hands-on experience with Control-m, ADO, ServiceNow, and Confluence 

Key Skills
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