JOB TITLE : Risk Business Analyst / Configurator \xe2\x80\x93 Global Markets OVERVIEW The Global Markets (GM) Technology Risk Service (Risk Squad) are responsible for implementing, maintaining and supporting GM risk initiatives from small to medium risk change requests to large transformation projects covering, Market Risk, Credit Risk and Market Risk Analytics (Quant Analytics). PURPOSE OF JOB With an increasing demand and landscape of the Global Markets Risk a requirement has arisen to expand the Risk Squad. As a GM Risk Squad 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 to resolve complex queries within the agreed SLAs facing off to business stakeholders (FO and Risk). Qualifications & Skills 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) 6-8years Murex & 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, xVA & Stress Testing ) Full SDLC experience, agile and waterfall Delivering initiatives in collaboration with stakeholders (IT, Market Risk, Analytics, Operations, Product Control) UAT testing plan for delivery 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 Job Type: Contract
Contract length: 6 months Salary: AED15,000.00 - AED22,000.00 per month Experience:

• Murex: 3 years (Required)