Murex Market Risk Developer

Job Description - Murex Market Risk Consultant
Key Responsibilities & Skills
Hands-on experience in Murex Market Risk Management module
Proven track record in implementing and supporting market risk functionalities in Murex
Strong proficiency in SQL/Oracle (including stored procedures)
Expertise in Unix Shell scripting
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:
Value-at-Risk (VaR)
Sensitivities
Stress Testing
Back Testing
Development of Market Risk MRE and MRA objects in Murex, including:
Revaluation
Raw and logical sources
Aggregation views
Node formula configuration
Strong understanding of Market Risk configuration (e.g., static data, physical feeders)
Proficiency in MRA scripting and automation, including ant-script development for aggregation automati...