Job Description
[Job Responsibilities] Business requirements analysis: Gather and analyze business requirements from middle-office users and risk managers, translating them into functional and technical specifications for the Murex system. System configuration: Configure and customize Murex risk components, including simulation views for P&L, risk analysis, and report generation via Datamart. Risk module management: Manage and configure Murex for market risk and credit risk calculations, including Value at Risk (VaR), sensitivity analysis (Greeks), and Potential Future Exposure (PFE). Integration and workflows: Support and enhance trade life cycle workflows (pre-trade and post-trade) and the Murex messaging framework (MxML Exchange) for seamless integration with other systems. Production support: Provide expert-level support (L2/L3) for production issues, troubleshooting discrepancies in positions, P&L, and risk figures. User support and training: Act as the point of contact for middle-office users, resolving queries and providing training to promote system best practices. Project lifecycle involvement: Participate in all phases of the project life cycle, including system testing (SIT/UAT), regression testing, and post-implementation support. Regulatory compliance: Assist in implementing and configuring Murex functionalities to comply with regulatory reporting requirements, such as FRTB and Basel. [Job Requirements] Experience: 8+ years of hands-on experience with Murex MX.3, specifically focusing on the Risk (both Market and Credit risk) streams. Functional Expertise: In-depth knowledge of capital markets products, including FX, Money Markets (MM), Interest Rate Derivatives (IRD), Equities, and Fixed Income. Murex Modules: Strong practical knowledge of Murex Middle Office modules, VaR configuration, MRA viewers, and Datamart. Technical Skills: Proficiency in SQL, Unix/Linux shell scripting, XML, and other relevant technologies for troubleshooting and development. Financial Market
