Murex Risk Consultant

Upskills; Paris; Sur place; EUR 60 000 - 80 000; Plein temps

Résumé du poste

A financial software consulting firm in Paris is seeking an experienced Murex Market Risk Consultant. This role involves building MRE/MRA configurations, supporting clients during testing phases, and troubleshooting Murex market risk issues. Candidates should possess a relevant degree and have 3-5 years of experience in Murex VAR implementation within a banking context. Strong knowledge in SQL and Unix commands is also required.

Qualifications

• 3-5 years of experience in the implementation or support of Murex VAR within a bank.
• Knowledge of key market risk concepts such as traded products, VaR, and Stress Testing.
• Strong functional experience on Murex risk modules like MRA, MRE, and MLC.
• Familiar with SQL & Unix commands.
• Good understanding of Model Assignments and Market Data.

Responsabilités

• Build the MRE/MRA configuration according to the project design.
• Define, execute & validate test cases according to project methodology.
• Support the client on SIT and UAT test through case investigation.
• Work on Murex VAR/MRA Configuration and troubleshoot issues.
• Assist in system integration, data migration, and implementation.

Connaissances

Risk

VaR

Murex

MRA

Consulting

Capital Markets

Business Analysis

Middle Office

Rate Curve

SQL

Unix

Formation

Master's or Bachelor's Degree in Quantitative Finance, Applied Finance, Financial Engineering or related disciplines

Description du poste

Upskills provides expert financial software consulting for investment banks and leading financial institutions in Asia Pacific, Middle East and Europe region. With a strong, Front to Back expertise of the cash and derivatives markets, coupled with an in-deep knowledge of financial markets technologies, we provide smart, business-wise and efficient solutions to our Clients.

We are seeking dedicated Murex Market Risk Consultant to work in a client-servicing role to drive one of our client’s global system implementations, with responsibilities:

Build the MRE/ MRA configuration according to the project design.

Definition, execution & validation of validation test cases & deliverable package according to project methodology.

Support the client on SIT, and UAT test through case investigation and resolution.

Responsible for the utilization of the Murex Model and Methodology to successfully implement the solution.

Work hands-on on Murex VAR/ MRA Configuration and help to troubleshoot issues.

Work hands on to troubleshoot and debug Murex Market Risk issues.

Assist in system integration, data migration and implementation;

Work with different technology teams and other divisions to deliver system solutions for the business.

Conduct analysis and propose solutions for business issues, process changes and functional requirements.

Collaborate with stakeholders on their priorities, needs as well as system improvements.

Build a strong relationship and manage expectations with users and stake holders.

Requirements

• Master's or Bachelor's Degree, preferably from Quantitative Finance, Applied Finance, Financial Engineering, Business Analysis or Computer Science or related discipline.
  
• At least 3-5 years of experience in the implementation or support of Murex VAR within a bank.
• Knowledge of key market risk concepts such as traded products, VaR, Stress Testing, Risk/Limit Management etc.
• Strong knowledge and functional experience on related murex risk modules. E.g. MRA, MRE, MLC.
  
• Familiar with SQL & Unix commands.
  
• Functional overview of Datamart Setup.
• Good understanding of the Model Assignments, Market Data, Rate Curves etc.
• Strong time management skills and demonstrable problem solving/analytical skills.
  
• Ability to identify, monitor and manage project risks, issues and dependencies, and agree appropriate solutions with sponsors and key stakeholders.

Skill set

Risk, VaR, Murex, MRA, MRE, Consulting, Capital Markets, Business Analysis, Middle Office, Rate Curve, SQL, Unix