Contract : 6 months extendable.
Job Requirements
Candidate must have a graduate degree from a reputable institution in Information Systems / Engineering / Economics. Post graduate qualification or a professional qualification desirable
Good working experience in Counterparty Credit Risk Change (SACCR, PFE (Monte Carlo & CEM), Credit Policy (issuer concentration risk, credit trading, secondary risk & WWR)
6-8years Murex (MRA/MRB) & or MLC Config experience (creation of new risks, new pre deal checks, LRBs, knowledge of LAS, MLC reporting DB, batch scheduling, config refactoring)
Working knowledge of a programming language such as Python, SQL
Understanding of VaR, ES with an application of Murex MRA, MRB, MRL config preferred
Good knowledge of xVA (CVA, DVA, FVA, ColVA, MVA)
Strong understanding of Collateral Management & Legal Agreements (CSA, GMRA, GMSLA)
Knowledge of Trading Book risk and regulatory change preferred (EMIR IM SIMM, FRTB, & Stress Testing)
Full SDLC experience, agile and waterfall & DevOps, use of GITLAB, MX Test
Delivering initiatives in collaboration with stakeholders (Front Office, Market Risk, Analytics, Operations, Product Control)
Organize and spearhead project meetings on behalf of GM (working groups etc.)
Works well autonomously by researching and investigation solutions, also works well in a highly dynamic and pressurized environment
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