Roles & Responsibilities
Key Responsibilities
- Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management
- Good understanding of key market risk concepts (eg. traded products, VaR, stress testing, risk / limit management)
- Good understanding of key credit risk concepts (eg. traded products, counterparty risk, credit approval process, limit management, excess management)
- Strong technical knowledge specially in Murex domain
- Good business domain knowledge of banking & trading book
- Good understanding of datamart and simulation module in GMP
- Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
- Good problem solving, analytical, synthesis, system thinking and solutioning skills
- Ability to identify, monitor and manage project risks, issues and dependencies, and agree appropriate solutions with sponsors and key stakeholders
- Strong influencing skills to achieve alignment up and down the organization
- Experience in implementing large-scale, highly available applications or other large project implementation
- Proven result-oriented person with a focus on delivery
- Good understanding and experience in software development cycle
Required Skills
Experience working with MUREXFunctional understanding of counterparty risk and pfeExperience in product pricing methodologiesExperience in VaR, MRA, MRE ConfigurationsUnderstanding of the model assignments, market data, Rate curves etc.Understanding of simulations and datamart moduleStrong technical & functional background.Education :
Bachelor's or Masters degree in computer science, engineering or in Finance domainRelated professional / technical qualification will be advantageous although not mandatoryStrong Murex KnowledgeTell employers what skills you have
Credit Risk Management
Market Risk
Change Management
SOAP
Software Documentation
Application Development
SDLC
Functional Specification Document
Agile Methodology
Application Support
SIT Testing
Banking
Simulations
Stress Testing
Agile Software Development
UAT testing
Credit Risk
Software Development
Business Requirements
Technical Design