Senior Risk Consultant - Enterprise Risk Manage... Ansvar Australia · · Hybrid Remote
Working hours: 37.5 hours per week, Monday to Friday Duration: PermanentLocation: Melbourne, Sydney or Brisbane Job ref:... more info
Senior Murex FO Consultant (with Market risk)
Salary:
80.00 - 100.00
Posted:
14-02-2025
Category:
IT, Technology SAP
Melbourne,
Job Description
Project description The program is delivering a new market risk engine on Murex to address regulatory requirements for FRTB. The Program team members are specialists in multiple skills with the necessary experience to work on change requirements and enhancements, also directly interact with the Business stakeholders, to take Business Requirements from inception through to production delivery. Responsibilities Work as part of a broader market project. Independently discuss with end users the requirements and get clarification. Optimize the existing formulas wherever possible. Contribute to the Continuous Improvement of the release process. SKILLS Must have 6+ years' experience as a Murex FO BA / developer. Expertise in multiple Asset Classes - MM, Fixed Income, FX, and IR Derivatives, COM. Comprehensive understanding and hands-on experience with Money Markets, Fixed Income, Foreign Exchange, and Interest Rate Derivative, COM. Pricing models expertise. Strong expertise on Murex curve framework from implementation to maintenance. Proven track record of configuring and validating various Risk measures, such as PV01, CR01, sensitivities. Capable of translating business requirements into functional requirements. Strong analytical skills to explain differences between Murex and other systems. Ability to interact with business stakeholders and run validations for various Market Risk measures. Effective communication skills to liaise with various teams, including business and testing teams. Ability to manage the testing lifecycle, including defect management. Proficient in managing the entire testing lifecycle, ensuring thorough defect management. Solid understanding of Oracle and/or SQL Server RDBMS. Strong SQL skills for data analysis and validation. Good knowledge of CI/CD mode of delivery and Continuous Integration/Continuous Deployment (CI/CD) practices and tools. Proficiency in using Jira for project tracking and management. Hands-on experience with Agile Software Development Life Cycle (SDLC) methodologies. Nice to have Experience on the Murex Market Risk module (MRE, MRA/MRB). Exposure to Unix and GIT will be beneficial. Development skills in MxML / DM or other Murex modules. Technical skills including Unix, Shell Scripting, and Interfaces would be an additional bonus. #J-18808-Ljbffr
Job Details
Salary: 80.00 - 100.00
Posted: 14-02-2025
Category: IT, Technology SAP
Melbourne,
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