Murex Market Risk Consultant
Abu Dhabi, United Arab Emirates
Job Description
The Global Markets (GM) Risk Service (Risk Squad) are responsible for implementing, maintaining and supporting GM risk initiatives from small / medium risk change requests to large transformation projects covering, Market Risk, Credit Risk and Market Risk Analytics (Quant Analytics).
Responsibilities
With an increasing demand and landscape of the Global Markets Risk, a requirement has arisen to expand the Risk Service team. As a GM Risk Service member, the job holder is required to gather business requirements for CVA, PSR, SIMM and VaR and complete system (Murex & MLC) configuration changes within the prescribed timelines in accordance to the most appropriate SDLC methods. During support mode, the job holder is required to conduct thorough investigations / analysis to resolve complex queries within the agreed SLAs facing off to business stakeholders (FO, Risk, Finance...).
Skills
Must have
NA
Languages
English: C2 Proficient
Seniority
Senior
Relocation package
If needed, we can help you with relocation process. .
Vacancy Specialization
Murex
Ref Number
VR-100832
Responsibilities
With an increasing demand and landscape of the Global Markets Risk, a requirement has arisen to expand the Risk Service team. As a GM Risk Service member, the job holder is required to gather business requirements for CVA, PSR, SIMM and VaR and complete system (Murex & MLC) configuration changes within the prescribed timelines in accordance to the most appropriate SDLC methods. During support mode, the job holder is required to conduct thorough investigations / analysis to resolve complex queries within the agreed SLAs facing off to business stakeholders (FO, Risk, Finance...).
Skills
Must have
- Candidate must have a graduate degree from a reputable institution in Information Systems / Engineering / Economics. Post graduate qualification or a professional qualification desirable
- Good working experience in Counterparty Credit Risk Change (SACCR, PFE (Monte Carlo & CEM), Credit Policy (issuer concentration risk, credit trading, secondary risk & WWR)
- 6-8 years Murex (MRA/MRB) & MLC Config experience (creation of new risks, new pre deal checks, LRBs, knowledge of LAS, MLC reporting DB, batch scheduling, config refactoring)
- Working knowledge of a programming language such as Python, SQL
- Understanding of VaR, ES with an application of Murex MRA, MRB, MRL config preferred
- Good knowledge of xVA (CVA, DVA, FVA, ColVA, MVA)
- Strong understanding of Collateral Management & Legal Agreements (CSA, GMRA, GMSLA)
- Knowledge of Trading Book risk and regulatory change preferred (EMIR IM SIMM, FRTB, & Stress Testing)
- Full SDLC experience, agile and waterfall & DevOps, use of GITLAB, MX Test
- Delivering initiatives in collaboration with stakeholders (Front Office, Market Risk, Analytics, Operations, Product Control)
- Organize and spearhead project meetings on behalf of GM (working groups etc.)
- Works well autonomously by researching and investigation solutions, also works well in a highly dynamic and pressurized environment
NA
Languages
English: C2 Proficient
Seniority
Senior
Relocation package
If needed, we can help you with relocation process. .
Vacancy Specialization
Murex
Ref Number
VR-100832
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Job Detail
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Job IdJD1592552
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IndustryNot mentioned
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Total Positions1
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Job Type:Full Time
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Salary:Not mentioned
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Employment StatusPermanent
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Job LocationAbu Dhabi, United Arab Emirates
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EducationNot mentioned