SENIOR APPLICATION SYSTEM MANAGER

Responsibilities:

• As Murex ERM consultant, you will be part of application developmentin FRTB implementation project
• Work with different IT teams across infrastructure, and other divisions todeliver system solutions for the business.
• Build a strong relationship and manage expectations with users and stakeholders.
• Candidate is expected to be fully hands-on when managing his assigned tasksand while acquiring the necessary skills as expected of his role andresponsibilities. An independent worker who can multi-tasks is a must havequality

Mandatory Skills Description:

• 10+ Years of experience in Murex Market risk Domain (VaR, Greeks,Sensitivities Stress-testing and attribution of Risk P&L)
• Deep understanding of Murex VaR module (historical simulation, back testing,PL VaR
• Experience in major upgrade project in Risk domain.
• Experience in creating test cases in 2.11 and 3.1 version
• Experience in MRA is required
• Familiarity with MRE is required.
• Good understanding of Murex VaR DataModel
• Deep understanding of Greeks and sensitivities and trade attributes commonlyused for Market Risk calculations
• Fluent in using simulations and viewers

Nice-to-Have Skills Description:

• MLC & Collateral knowledge