Market Risk Developer

·        Minimum 7 years of overall IT experience, with at least 5 years of hands-on experience in Murex Market Risk Management module.

·        Proven track record in implementing and supporting market risk functionalities in Murex.

Technical Skills:

·        Strong proficiency in SQL/Oracle (including stored procedures).

·        In-depth knowledge of Murex Market Risk Management concepts and configurations.

·        Experience in Murex simulation views, formulae, and datamart development.

·        Hands-on experience with Market Risk module functionalities such as: 

o   Value-at-Risk (VaR)

o   Sensitivities

o   Stress Testing

o   Back Testing

·        Development of Market Risk MRE and MRA objects in Murex, including: 

o   Revaluation

o   Raw and logical sources

o   Aggregation views

o   Node formula configuration

·        Strong understanding of Market Risk configuration (e.g., static data, physical feeders).

·        Proficiency in MRA scripting and automation, including antscript development for aggregation automation, tagging, and housekeeping.

Additional Competencies:

·        Ability to work independently and collaboratively in a fast-paced environment.

·        Strong problem-solving and analytical skills.

·        Excellent communication and stakeholder management skills.