About the role
Roles & Responsibilities
- Design, develop, and support Murex Market Risk solutions. - Configure and maintain MRA (Murex Risk Architecture) and MRE (Murex Risk Engine). - Implement and support Value at Risk (VaR) calculations. - Configure and troubleshoot Risk Sensitivities (Delta, Gamma, Vega, Theta, Rho). - Develop and maintain Stress Testing scenarios and reports. - Support Enterprise-Wide Risk System (EWRS) processes and integrations. - Analyze and resolve Market Risk production issues. - Develop SQL queries, stored procedures, and performance tuning. - Develop automation scripts using Java and Python. - Support deployments across Development, SIT, UAT, and Production environments. - Work closely with Risk Analysts, Business Analysts, Traders, and Quantitative teams. - Prepare technical documentation and support release activities.
Mandatory Technical Skills
Murex
- Murex Market Risk - MRA Configuration - MRE Configuration - VaR - Sensitivities - Stress Testing - Risk Reports
Database
- Oracle - SQL Server 2012 - SQL
Programming
- Java - Python
Operating Systems
- Linux - Windows Server 2012
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