Market Risk Specialist

Description:

Our client is looking for a Murex Market Risk Specialist to lead on an upgrade project.

The role:

● Lead the scope and design phase in collaboration with internal murex experts

● Project scoping and gathering client requirements, and client reporting

● Client support during the validation phase (SIT, UAT)

● Sprint planning and stream estimates with the wider leadership team

● Lead client workshop sessions

● Analyse project cases and defect analysis and define and execute test scenarios

● Support in data reconciliation

● Oversee estimates, planning, progress, deliverables and team management

Desired skills:

● Knowledge of Front Office Skills; Interest Rate Derivatives, Simulations, Pricing and Sensitivities

● Market risk experience including Value at Risk and stress testing

● Experience in System tests

● Technical experience in SQL, XML and Unix

● Regulation Knowledge (FRTB or BIM)

● Past experience as a stream lead is advantageous

Must have hands on Murex (MX.3) experience