Murex Analyst Murex Analyst …

Comtel Solutions Pte Ltd
in Singapore, Singapore, Singapore
Contract, Full time
Last application, 15 Aug 19
7500
Comtel Solutions Pte Ltd
in Singapore, Singapore, Singapore
Contract, Full time
Last application, 15 Aug 19
7500
The candidate is expected to have an active participation in the following: Analysis and completion of Functional, Technical and Systems specifications Design, development, testing, automation and optimization of VaR, MRA/MRE, Market Risk and Scenario reports
  1. 5+ years of hands-on technical experience in Murex domain with in-depth experience in Murex modules in MXG2000 and MX.3, including Trade representation, Simulation, VaR, MRA, MRE, Risk Reporting and market data
  2. Experienced in end-to-end functions, build, configurations and batches to implement variation of metrics, including VaR, Greeks, Stress-testing and Backtesting in both MXG2000 and MX.3
  3. Experienced in Murex datamart, simulation views, dynamic tables, feeders and batches
  4. Good understanding of PL-vector representations and statistical analysis, underlying settings and configurations in MRA/MRE for online viewing, analysis and reporting
  5. Good understanding of Murex 2.11 and MX.3 architecture/environments and working experience with data model relevant to VaR/Market risk analysis and reporting
  6. Good understanding of trade lifecycle, market data, pricing/revaluation, generic/specific market scenarios and their applications
  7. Experienced in troubleshooting, reconciliation and investigation in the areas mentioned
  8. Experienced in working with Oracle PLSQL and Unix/Linux shells
  9. Experienced in SDLC life cycle compliance and delivery of SDLC artefacts
  10. Experienced in working with Technology partners and Business stakeholders
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