Murex FO Consultant

Project description

The program is delivering a new market risk engine on Murex to address regulatory requirements for FRTB. The Program team members are specialists in multiple skills with the necessary experience to work on change requirements and enhancements, also directly interact with the Business stake holders, to take Business Requirements from inception through to production delivery

Responsibilities

You'll work as part of a broader market project

Should be able to independently discuss with end user the requirements and get clarification

Should be able to do optimization of the existing formulas wherever possible

Contribute to the Continuous Improvement of the release process

Skills

Must have

6+ years' experience as a Murex FO BA / developer

Expertise in multiple Asset Classes

MM, Fixed Income, FX, and IR Derivatives, COM

Comprehensive understanding and hands-on experience with Money Markets, Fixed Income, Foreign Exchange, and Interest Rate Derivative, COM

Pricing models expertise

Strong expertise on Murex curve framework from implementation to maintenance

Proven track record of configuring and validating various Risk measures, such as PV01, CR01, sensitivities

Capable of translating business requirements into functional requirements

Strong analytical skills to explain differences between Murex and other systems

Ability to interact with business stakeholders and run validations for various Market Risk measures

Effective communication skills to liaise with various teams, including business and testing teams

Ability to liaise with the testing team and manage the testing lifecycle, including defect management

Proficient in managing the entire testing lifecycle, ensuring thorough defect management

Solid understanding of Oracle and/or SQL Server RDBMS

Strong SQL skills for data analysis and validation

Good Knowledge of CI/CD mode of delivery and Continuous Integration/Continuous Deployment (CI/CD) practices and tools

Proficiency in using Jira for project tracking and management

Hands-on experience with Agile Software Development Life Cycle (SDLC) methodologies

Nice to have

Experience on the Murex Market Risk module (MRE, MRA/MRB)

Exposure to Unix, and GIT will be beneficial

Development skills in MxML / DM or other murex modules

Technical skills including Unix, Shell Scripting, and Interfaces would be an additional bonus

Other

Languages

English: C1 Advanced

Seniority

Senior

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