Description:

About the job

- Candidate should possess an in-depth understanding of VaR with hands-on implementation experience. Good understanding of other key market risk concepts such as expected shortfall, stressed VaR, stress test, scenario analysis.

- Functional knowledge of different financial products and valuation methodologies covering various asset classes, e.g., vanilla IRS, CCS, FX Forward etc.

- Exposure to and understanding of different regulatory regimes, Basel 2, Basel 2.5, Basel 3, FRTB etc. that address market risk.Strong technical knowledge of market risk system implementation.

- Exposure to platforms like Murex, Calypso, Finastra etc. will be an advantage.

- Strong and effective communication skills handling various stakeholders such as business users, project managers, team leads.

- Candidate should be able to describe technical topics to non-technical users effectively.

- Candidate should display good problem-solving skills, i.e., debug an issue quickly and resourcefully to identify the root cause by working with other teams.

- Candidate should also be a keen learner willing to explore the system and identify solutions in the absence of clear documentation.

Job Description:

- The role is for a leading bank in the region who are embarking on implementation of risk and regulatory projects on Murex.

- Primary responsibility will be to function as a Risk Consultant for these projects across IT and business.

- The role requires hand-on experience on risk modules such as Scenario Definition, MRE, ERM, Datamart processes and market data configurations.

- The role will also require good technical skills such as SQL, shell scripting, ANT scripting and creating tasks on schedulers such as Control-M or Autosys

- Work alongside different IT teams, Infrastructure, consultants of other systems to deliver solutions for the business.

- All phases of the project lifecycle, from build, unit testing, UAT, regression testing until deployment will require active involvement from the consultant.

- Build strong relationship and manage expectations of users and other stakeholders.

Desired Skills and Experience:

- Murex Market Risk, MRE

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