Educational requirements: Bachelor
English requirements: Proficient English
Requirements for skilled employment experience for years: 3-5 years
Accept remote work: unacceptable
Job Descriptions:
• Co-ordinating model validation activities for credit risk/market risk
• Has strong analytical and problem-solving skills, and excellent communication and interpersonal skills for interacting with business users and the vendor
• Works closely with Risk in understanding requirements to build new CR functionality
• Often works individually in resolving issues, and in coming up with and delivering solutions that meet Risk
• Analyses and resolves issues related to system configuration, Credit Risk, limits management, interfaces, etc
• Escalates identified issues/risks promptly to IT and Business managers
• Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes/solutions
Requirements:
• Murex Knowledge and 3+ years of experience around - PFE/XVA, Credit Risk calculations
• Configuration/optimization experience of latest Murex PFE and XVA Desired Skills:
• Working level knowledge of Unix & SQL
• Murex Knowledge around - P&L, Middle Office, Dynamic Tables, Static Data, Market Data, Market Operations