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Datamart Consultant

Keywords / Skills : valuation, var, middle office, market risk, market data, futures, swaps, finance, credit derivatives

4 - 8 years
Posted: 2019-09-19

Function
Analytics/Business Intelligence
Role
Data Analyst
Posted On
19th Sep 2019
Job Ref code
190719903758
Job Description
Job Description:

RESPONSIBILITIES

1. Has strong analytical and problem solving skills, and excellent communication and interpersonal skills for interacting with business users and the vendor
2. Works closely with Risk & MO users in understanding requirements to build new market risk valuation functionality
3. Often works individually in coming up with and delivering solutions that meet Risk & MO requirements
4. Analyses and resolves issues related to system configuration, Risk, pricing, P&L;, sensitivities, market data, market operations, EOD, interfaces, etc
5. Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes / solutions
6. Acts as an intermediary between business and vendor
7. Works on small BAU projects to deliver extended functionality and enhancements to the Risk & MO users, and is familiar with the systems development life cycle
8. Ensures documentation and deliverable are consistent with defined standards
9. Has the ability to work under pressure to resolve critical issues and meet project deliverables
VaR:
- Assist in VaR report creation, deal analysis or scenarios upload
- Analyze the VaR of a portfolio to instrument or deal level
- Emulate the shifts in a scenario on a portfolio or deal
- Configure any additional reports and views
- Support the market risk team for queries/ issues.
- Support statistical analysis reports
- Analyze and support the Backtesting results ( if murex backtesting is used)
- If VaR data is interfaced into any other external system, any discrepancies in the data files are also supported
- Has a good knowledge of Murex Datamart

Required Candidate profileSKILLS MUST

4 + Years of relevant Murex experience
Strong domain understanding of Market Risk, VaR/MRE Reports Developement
Murex Knowledge around - VaR, Simulation Viewer, Risk Matrices ( Implementation or migration projects), Murex Datamart and EOD, Static Data, GOM, Market Data, Market Operations
Working level knowledge around Unix & Syabse
Murex Knowledge around - P&L;, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations
Domain knowledge :
Strong domain understanding of Market Risk, VaR Reports
Should possess an understanding of financial markets
Knowledge on financial instruments such as Interest Rate Derivatives, Credit Derivatives,Currency Derivatives,Swaps, Futures, Options, FRA, etc.q

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