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- Experience in Murex Market Risk Domain VaR, Greeks, Sensitivities Stress testing, and attribution of Risk P L
- Understanding of Murex VaR module historical simulation, back testing, PL VaR
- Good understanding of Murex VaR Data Model
- Expertise in Murex Risk Modules including MRA, MRE, CRE and Collateral.
- Murex ERM implementation experience for PFE and XVA
- FRTB Implementation experience.
- Fluent in using simulations and viewers
- Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations
- Strong domain understanding of Market Risk and FRTB
- Deeper understanding of financial markets from a non-risk and MO perspective
