Market Risk Developer

·        Minimum 7 years of overall IT experience, with at least 5 years of hands-on experience in Murex Market Risk Management module.

·        Proven track record in implementing and supporting market risk functionalities in Murex.

Technical Skills:

·        Strong proficiency in SQL/Oracle (including stored procedures).

·        In-depth knowledge of Murex Market Risk Management concepts and configurations.

·        Experience in Murex simulation views, formulae, and datamart development.

·        Hands-on experience with Market Risk module functionalities such as: 

o   Value-at-Risk (VaR)

o   Sensitivities

o   Stress Testing

o   Back Testing

·  ...