Murex Market Risk Architect: VaR, XVA & ERM

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 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.