Information Technology Consultant

Responsibilities

• Support Market Risk enhancements and optimizations in the Murex platform
• Independently engage with end users to gather, clarify, and document business requirements
• Own and drive the implementation of Murex Market Risk configurations and optimizations
• Optimize existing risk methodologies and calculation formulas to improve performance and accuracy
• Conduct impact analysis and validation of Market Risk measures (e.g., VaR, PV01, CR01, PnL vectors)
• Drive functional validations for Market Risk metrics and coordinate testing with end users
• Troubleshoot, debug and resolve complex issues related to Market Risk computations
• Work closely with cross-functional teams including Risk, Front Office, and IT to ensure seamless integration of risk measures
• Contribute to process automation and continuous improvement of release cycles
• Requirement:
• Bachelor's degree in computer science or relevant technology
• 5+ years of experience in Murex Market Risk module
• Deep expertise in Murex Market Risk Environment (MRE) module
• Proven ability to develop, configure, and optimize Market Risk calculations independently
• Experience in configuring and running risk computations including reval runs, normalized runs
• Strong business stakeholder management skills, with experience in running risk measure validations
• Deep understanding of asset classes including MM, Fixed Income, FX, and IR Derivatives
• Extensive hands-on experience in Market Risk functional validations (e.g., Interest Rate VaR, Stress Testing)
• Expertise in configuring and validating various Market Risk measures such as VaR, PV01, CR01, and PnL vectors
• Strong analytical skills to explain differences in VaR results between Murex and other risk systems
• Solid understanding of Oracle and/or SQL Server RDBMS, with strong SQL skills for data analysis and validation

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