Full Job Description
Experience: 5-10+ years overall, with 3-5+ years of hands-on Murex MX.3 experience preferred
EST working hours
Design, develop, configure and enhance solutions within the Murex MX.3 platform.
Work closely with Market Risk and Capital Markets stakeholders to understand business requirements and translate them into technical solutions.
Develop and maintain Murex configurations, workflows, interfaces, reports, batch processes and data extracts.
Support Murex components associated with Market Risk calculations, risk aggregation, sensitivities, limits and risk reporting.
Work with risk measures including, as applicable:
VaR / Historical VaR
Expected Shortfall
Stress Testing
Sensitivities / Greeks
P&L and P&L Explain
Market Risk Limits
Risk Factor management
FRTB-related calculations and reporting
Risk Concepts
VaR
Expected Shortfall
Stress Testing
Greeks / Sensitivities
DV01 / PV01
P&L Explain
Risk Factors
Scenario Analysis
Limit Monitoring
Historical Simulation
Full Revaluation
FRTB
