Marker Risk Developer Level 4

Role Overview

This position involves analyzing user requirements to design and develop business functionalities as well as fixing bugs related to the Market Risk Management module within the Murex platform.

Key Responsibilities

• Analyze and interpret user requirements for effective development and defect resolution.
• Develop automation scripts using UNIX shell, SQL, and other languages to facilitate interfacing between Murex and various application systems.
• Maintain close, clear, and autonomous communication with project managers, business analysts, business users, and external vendors.

Candidate Profile and Requirements

• Possess a bachelor's degree in computer science, information systems, or a closely related field.
• Have a minimum of seven years of overall IT experience, including at least five years specifically working with the Murex Market Risk Management module.
• Demonstrate a strong background implementing and supporting market risk functionalities within Murex.
• Exhibit advanced skills in SQL and Oracle databases, including stored procedure development.
• Be proficient in UNIX Shell scripting techniques.
• Have comprehensive understanding of Murex Market Risk concepts, configurations, and setups.
• Possess experience in creating and managing Murex simulation views, formulae, and datamarts.
• Hands-on expertise with Market Risk features such as Value-at-Risk (VaR), Sensitivities, Stress Testing, and Back Testing.
• Experience developing Market Risk MRE and MRA objects including revaluation, raw and logical sources, aggregation views, and node formula configurations.
• Strong knowledge of Market Risk configuration elements including static data and physical feeders.
• Skilled in writing MRA scripts and automating processes such as aggregation, tagging, and housekeeping by using ant scripts.
• Capable of working effectively both independently and as a team member in dynamic and fast-paced environments.
• Possess excellent analytical and problem-solving skills.
• Exemplary communication abilities and effective stakeholder management skills.