Murex SME
Posted 7 hours 23 minutes ago by Infoplus Technologies UK Ltd
Contract
Not Specified
Other
London, United Kingdom
Job Description
- Expertise in Murex, particularly Credit & Market Risk configurations (PFE, CVA, VaR), Trade interface development (TDS, LTS), Market Data interface development (mdit), static data interfaces, workflow configuration, datamart reporting
- Strong analytical and problem solving skills.
- Murex Technical Knowledge:
- Credit risk configuration.
- Market risk configuration.
- Workflow configuration and development.
- Datamart configurations
- Interface development (TDS, LTS, MDIT)
- Additional Technical Knowledge
- Linux bash Scripting
- SQL
- Domain knowledge:
- Market Risk - VaR, DV01, NOP
- Credit Risk - PFE, CVA, SIMM
- Trade pricing.
- IRD, Equities
Location - Manchester/London