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We are looking for a Murex Analyst with a specialized focus on data quality and risk model validation. The ideal candidate will be instrumental in generating and assessing critical financial data within the Murex platform, supporting quantitative analysts, and validating risk models. This position requires a unique blend of technical expertise, financial knowledge, and a deep understanding of the derivatives market.
Responsibilities:
Collaborate with various teams to generate accurate and reliable financial data using the Murex and Calculation engine platforms.
Troubleshoot and resolve issues pertaining to data quality, ensuring the integrity of static, market data, and scenario analysis.
Manage the rerun and adjustment of data/files in response to user requests, providing end-to-end support within the Risk framework.
Develop and execute detailed test plans for new enhancements and products initiated by the Front Office or Risk teams, requiring thorough analytics documentation and validation.
Maintain a comprehensive knowledge base, including support scripts, documentation, and procedural guidelines for Murex-related operations.
Work closely with IT teams to facilitate and support the integration of Murex with other platforms and systems within the organization.
Provide expertise in derivatives across lines of business, including Interest Rate Derivatives (IRD), Foreign Exchange Options (FXO), and Equity Derivatives (EQD).
Apply strong front office and market risk experience to support trading and risk management functions effectively.
Utilize hands-on experience in stress testing, Value at Risk (VaR), Fundamental Review of the Trading Book (FRTB), time series analysis, and financial instrument valuation.
Leverage skills in SQL for data manipulation and analysis, as well as Python, ANT scripting, and JSON formatting for various data and reporting tasks.
Qualifications:
Proven experience in the derivatives market, particularly in IRD, FXO, and EQD.
Strong background in front office operations and market risk management.
Practical knowledge of stress testing, VaR, FRTB, time series, and valuation methodologies.
Proficiency in SQL and the ability to create complex queries for financial data analysis.
Experience with scripting languages such as Python and ANT, and familiarity with JSON data format.
Bachelor s degree in Finance, Computer Science, Mathematics, or a related field.
Full Time
IT Outsourcing & Consulting
$105k-137k (estimate)
06/23/2024
06/26/2024
ipivot.io
DAYTON, NJ
25 - 50
2009
RENUKA KATAKAM
<$5M
IT Outsourcing & Consulting
iPivot has been at the forefront of technology for almost 10 years. It is a fast-growing, IT professional staffing and consulting firm that focuses on delivering quality service for its clients. Today, the firm provides staff augmentation, technology consulting, and engineering services to leading Fortune 500 corporations across the United States. iPivot employs highly skilled, passionate engineers and creates an environment where they can thrive, providing professional and technical training to help them excel. Since 2009, iPivot has enjoyed a loyal following of clients in the Large Enterpris...e space including some of the most recognized names in Financial Services, Big Pharma, Insurance, Banking, Healthcare, and Retail. iPivot also specializes in offering training in the areas of UI, Microservices, API development, BigData, Business Intelligence, Cloud and Machine Learning/AI. Our methodology is aimed at making each candidate `Job Ready`. Our differentiation lies in our ability to find appropriate jobs for all our Trainees. Connect with us and we will do all that we can for you!!
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