Murex Market Risk

Bounteous; Paris; Sur place; EUR 50 000 - 80 000; Plein temps

Résumé du poste

Bounteous is seeking a Murex ERM consultant in Paris to join an application development team focused on the Murex VaR module. The role requires expertise in the Murex Market Risk domain, including VaR and Greeks, and involves collaborating with Risk & MO users to create market risk valuation functionality.

The ideal candidate will leverage their understanding of financial markets to address complex challenges, analyze and configure systems for business needs, and support risk reporting and back-testing efforts. This position promises an engaging work environment that fosters growth and accountability.

Qualifications

• Experience in Murex Market Risk Domain VaR and Greeks.
• Understanding of Murex VaR module and historical simulation.
• Deep understanding of Market Risk and FRTB.

Responsabilités

• Develop Murex VaR module as a consultant.
• Work closely with Risk & MO users to understand requirements.
• Analyze VaR at portfolio and deal level.

Connaissances

Murex Market Risk Domain VaR

Murex VaR module expertise

Understanding of Greeks and sensitivities

Good understanding of financial markets

Murex ERM implementation experience

DevOps on Murex (GIT, Jenkins, JIRA)

Description du poste

Bounteous x Accolite is a global end-to-end digital transformation consultancy, partnering with leading brands worldwide to drive exceptional client outcomes. Through co-innovation, deep technical expertise, and a commitment to leveraging global talent, we build transformative digital solutions that solve today’s challenges and capture tomorrow’s opportunities. Our culture fosters belonging, growth, and accountability, ensuring successful business outcomes for our clients. With a diverse team of strategists and technologists across the U.S., Latin America, Asia, and Europe, we deliver award-winning solutions in areas like AI, Data, Digital Commerce, Enterprise Transformation, Cloud Enablement, and more.

Required Skills

Must Have

• Experience in Murex Market Risk Domain VaR, Greeks, Sensitivities Stress testing, and attribution of Risk P L
• Understanding of Murex VaR module historical simulation, back testing, PL VaR
• Good understanding of Murex VaR Data Model
• Expertise in Murex Risk Modules including MRA, MRE, CRE and Collateral.
• Murex ERM implementation experience for PFE and XVA
• Fluent in using simulations and viewers
• Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations
• Strong domain understanding of Market Risk and FRTB
• Deeper understanding of financial markets from a non-risk and MO perspective

Good to Have

• Upgrade project in Risk domain
• DevOps on Murex experience (GIT, Jenkins, JIRA etc.)

Responsibilities

• As Murex ERM consultant, candidate will be part of application development team for Murex VaR module
• Works closely with Risk & MO users in understanding requirements to build new market risk valuation functionality
• Work with different IT teams across infrastructure, and other divisions to deliver system solutions for the business
• Analyses and resolves issues related to system configuration, Risk, pricing, P&L, sensitivities, market data, market operations, EOD, interfaces, etc
• Assist in Risk report creation using MRA/MRB, PL impact analysis or scenarios upload.
• Analyze the VaR of a portfolio to instrument or deal level.
• Explain the scenarios creation and how they're applied in Murex market risk module.
• Configure any additional MRB reports and MRA views - Support the market risk team for queries/ issues. Support statistical analysis reports
• Analyze and support the Back-testing results.