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- United Kingdom
About
My client, a large financial services organisation, is embarking on the implementation of a risk and regulatory project on Murex.
They are looking for a Risk consultant who is skilled on both Market and Credit Risk to join them as soon as possible.
Primary responsibility
Will be to function as a Risk Consultant for these projects across IT and business. The role requires hand-on experience on risk modules such as Scenario Definition, MRE, ERM, Datamart processes and market data configurations. The role will also require good technical skills such as SQL, shell scripting, ANT scripting and creating tasks on schedulers such as Control-M or Autosys
This will be inside IR35, Hybrid London and they’re ideally looking for the following skills :-
M arket Risk
Have in-depth understanding of VaR with hands-on implementation experience. Good understanding of other key market risk concepts such as expected shortfall, stressed VaR, stress test, scenario analysis
Credit Risk
An in-depth understanding of credit risk measures such as exposures with at least 5-8 years of hands-on implementation experience. Good understanding of other key credit risk concepts such as PFE, xVA, compliance rules and collateral management Functional knowledge of different financial products and valuation methodologies covering various asset classes, e.g., vanilla IRS, CCS, FX Forward etc. Exposure to and understanding of different regulatory regimes, Basel 2, Basel 2.5, Basel 3, SA-CCR, SIMM, FRTB-xVA etc. that address credit risk. Strong technical knowledge of credit risk system implementation. Exposure to platforms like Murex (MLC), Markit, Calypso, Finastra etc. will be an advantage.
Nice-to-have skills
- SQL
- Shell Scripting
- Control-M
- AutoSys
Work experience
- IT Consultant
Languages
- English
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