We are seeking a highly skilled Senior Murex Market Risk Consultant based in Paris, France to work in a client-servicing role to drive one of our client’s global system implementations, with responsibilities:
- Design solution according to Market Risk business requirements.
- Definition, execution & validation of validation test cases & deliverable package according to project methodology.
- Support the client on SIT, and UAT test through case investigation and resolution.
- Manage user requirements workshops and formulation of an overall solution design.
- Modelling transactions and validation to ensure that the business requirements are met.
- Work hands-on on Murex VAR/ MRA Configuration and help to troubleshoot issues.
- Conduct analysis and propose solutions for business issues, process changes and functional requirements.
- Assist in system integration, data migration and implementation.
- Work with different teams and collaborate with stakeholders to deliver system solutions for the business.
- Build a strong relationship and manage expectations with users and stake holders.
Requirements
- Master's or Bachelor's Degree, preferably from Financial Engineering, Applied Finance, Business or Computer Science or related discipline.
- Experience of either Murex VAR, MRA or MRE configuration.
- Possess market risk knowledge of VaR/ES, Back Test, Stress VaR.
- Understanding of Market Data and Rate curve assignment methods in Murex.
- Strong knowledge and functional experience on related Murex risk modules. E.g. MRA, MRE, MLC
- Pricing and Model assignment configuration in Murex.
- Familiar with SQL &, XML, Unix commands.
- Understanding of Greeks/Sensitivities.
- Experience in managing and delivery of trading platforms for Treasury products
- Exposure to Financial Markets and Derivative products.
- Outstanding communication with the maturity to interact across senior people from the customer.
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