Murex Market Risk Consultant

• Candidate should possess an in-depth understanding of VaR with hands-on implementation experience.
• Good understanding of other key market risk concepts such as expected shortfall, stressed VaR, stress test, scenario analysis
• Functional knowledge of different financial products and valuation methodologies covering various asset classes, e.g., vanilla IRS, CCS, FX Forward etc.
• Exposure to and understanding of different regulatory regimes, Basel 2, Basel 2.5, Basel 3, FRTB etc. that address market risk.
• Strong technical knowledge of market risk system implementation. Exposure to platforms like Murex, Calypso, Finastra etc. will be an advantage.
• Strong and effective communication skills handling various stakeholders such as business users, project managers, team leads. Candidate should be able to describe technical topics to non-technical users effectively.
• Candidate should display good problem-solving skills, i.e., debug an issue quickly and resourcefully to identify the root cause by working with other teams. Candidate should also be a keen learner willing to explore the system and identify solutions in the absence of clear documentation.

• Primary responsibility will be to function as a Risk Consultant for these projects across IT and business.
• The role requires hand-on experience on risk modules such as Scenario Definition, MRE, ERM, Datamart processes and market data configurations.
• The role will also require good technical skills such as SQL, shell scripting, ANT scripting and creating tasks on schedulers such as Control-M or Autosys
• Work alongside different IT teams, Infrastructure, consultants of other systems to deliver solutions for the business.
• All phases of the project lifecycle, from build, unit testing, UAT, regression testing until deployment will require active involvement from the consultant.
• Build strong relationship and manage expectations of users and other stakeholders.

Accolite Digital