Murex Market Risk Analyst

Optimum Solutions (Registration Number: N)

Role: Murex Market Risk Analyst

• Minimum 10 years of relevant experience, preferably in a financial institution -Must
• Recent working experience working with MUREX is a must (3-5+ years)
• Should have working experience in VaR, MRA, MRE Configurations (2+ years)
• Bachelor's or Masters degree in computer science, engineering or in Finance domain
• Related professional/technical qualification will be advantageous although not mandatory
• Experience in product pricing methodologies is mandatory
• Functional understanding of counterparty risk and pfe
• Understanding of the model assignments, market data, Rate curves etc.
• Understanding of simulations and datamart module
• Strong technical & functional background
• Good understanding and experience of key market risk concepts (eg. traded products, VaR, stress testing, risk/limit management...