Murex Business Analyst

Contenu de l'offre Murex Business Analyst chez IntroPro

Responsibilities

Murex Application Responsibility:
1. Has strong analytical and problem solving skills, and excellent communication and interpersonal skills for interacting with business users and the vendor
2. Works closely with Risk & MO users in understanding requirements to build new market risk valuation functionality
3. Often works individually in coming up with and delivering solutions that meet Risk & MO requirements
4. Analyses and resolves issues related to system configuration, Risk, pricing, P&L, sensitivities, market data, market operations, EOD, interfaces, etc
5. Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes / solutions
6. Acts as an intermediary between business and vendor
7. Works on small BAU projects to deliver extended functionality and enhancements to the Risk & MO users, and is familiar with the systems development life cycle
8. Provides training to business users and assists the business in adapting to the Murex environment
9. Ensures documentation and deliverables are consistent with defined standards
10. Has the ability to work under pressure to resolve critical issues and meet project deliverables

VaR
Assist in VaR report creation, deal analysis or scenarios upload
Analyze the VaR of a portfolio to instrument or deal level
Emulate the shifts in a scenario on a portfolio or deal
Configure any additional reports and views
Support the market risk team for queries/ issues.
Support statistical analysis reports
Analyze and support the Backtesting results ( if murex backtesting is used)
If VaR data is interfaced into any other external system, any discrepancies in the data files are also supported

Skills

4 + Years of relevant Murex experience

Mandatory Skills:
Strong domain understanding of Market Risk, VaR
Someone with FRTB knowledge and experience will be preferavle
Murex Knowledge around - VaR, Simulation Viewer, Risk Matrices ( Implementation or migration projects )

Desired Skills: Working level knowledge around Unix & Syabse
Murex Knowledge around - P&L, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations

Nice to Have:
Deeper understanding of financial markets from a non-Risk & MO perspective
Deeper all-round knowledge of the Murex application

Domain knowledge :
Strong domain understanding of Market Risk, VaR
Should possess an understanding of financial markets
Knowledge on financial instruments such as Interest Rate Derivatives, Credit Derivatives,Currency Derivatives,Swaps, Futures, Options, FRA, etc.

Language

English: Intermediate