Posted:3 months ago|
Platform:
Work from Office
Full Time
Day-to-day work involves: Understand xVA Credit Risk Business requirements and interact with business stakeholders Design and develop Murex configurations and scripts around xVA Credit Risk module including MLC component Contribute to improvements for the resiliency and performance of Murex xVA Credit Risk module including Murex MLC component Perform MLC (Murex Limits Controller) configuration and development incl. MLC Datamart Reports, MLC Formula., LTS LRB Task Collaborate with other Murex engineering teams and group risk technology teams Skills Must have Overall 4+ years of Murex experience Good financial markets background across a range of asset classes (Interest rate derivatives, Foreign Exchange Derivatives, Credit Derivatives, etc) Good understanding of Murex Datamart, xVA (Valuation Adjustments), and Credit Risk Good knowledge of SQL (Oracle) and Unix commands Good in problem-solving and analytical skills Strong communication skills
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