Murex Market Risk/ Credit Risk Consultant

Upskills provides expert financial software consulting to investment banks and leading financial institutions in Asia Pacific, Middle East and Europe. With a strong, Front to Back expertise in the cash and derivatives markets, coupled by an in-depth knowledge of financial markets technologies, we provide smart and efficient solutions. We are seeking highly motivated Murex Market Risk/ Credit Risk Consultant to work on a customer facing role to drive one of our client's Murex activities and projects. 

• Design solution according to Market Risk business requirements.
• Definition, execution & validation of validation test cases & deliverable package according to project methodology.
• Support the client on SIT, and UAT test through case investigation and resolution. 
• Manage user requirements workshops and formulation of an overall solution design.
• Modelling transactions and validation to ensure that the business requirements are met.
• Work hands on to troubleshoot and debug Murex Market Risk issues.
• Conduct analysis and propose solutions for business issues, process changes and functional requirements.
• Assist in system integration, data migration and implementation. 
• Work with different teams and collaborate with stakeholders to deliver system solutions for the business.
• Build a strong relationship and manage expectations with users and stake holders.

Requirements

• Master's or Bachelor's Degree, preferably from Financial Engineering, Applied Finance, Business or Computer Science or related discipline.
• Experience of either Murex VAR, MRA or MRE configuration. 
• Possess Market Risk Knowledge of VaR/ES, Back Test, Stress VaR.
• Understanding of Market Data and Rate Curve assignment methods in Murex.
• Strong knowledge and functional experience on related Murex risk modules. E.g. MRA, MRE, MLC
• Pricing and Model assignment configuration in Murex.
• Familiar with SQL &, XML, Unix commands. 
• Understanding of Greeks/Sensitivities. 
• Experience in managing and delivery of trading platforms for Treasury products.
• Exposure to Financial Markets and Derivative products. 
• Strong time management skills and demonstrable problem solving/analytical skills.