Senior Consultant - Murex

Responsibilities

• Analyse user requirements and design/development of business users requirements and bug-fix.
• Work will also include development using UNIX shell scripts, SQL and other languages to automate the interfaces between Murex and other application systems.
• The candidate is expected to work closely, and communicate effectively and independently with project managers, business analysts and business users, as well as external vendors.

• Education:
  
  bachelor’s degree in computer science, Information Systems, or a related discipline.
• Experience:
• Minimum 5 years of overall IT experience, with at least 5 years of hands‑on experience in Murex Market Risk Management module.
• Proven track record in implementing and supporting market risk functionalities in Murex.

• Strong proficiency in SQL/Oracle (including stored procedures).
• Expertise in Unix Shell scripting.
• In-depth knowledge of Murex Market Risk Management concepts and configurations.
• Experience in Murex simulation views, formulae, and datamart development.
• Hands‑on experience with Market Risk module functionalities such as:
  • Value‑at‑Risk (VaR)
  • Sensitivities
  • Stress Testing
  • Back Testing
• Development of Market Risk MRE and MRA objects in Murex, including:
  • Revaluation
  • Raw and logical sources
  • Aggregation views
  • Node formula configuration
• Strong understanding of Market Risk configuration (e.g., static data, physical feeders).
• Proficiency in MRA scripting and automation, including ant‑script development for aggregation automation, tagging, and housekeeping.

• Murex Market Risk Management modules & Murex Datamart
• End of Day process
• SQL & Shell scripting
• Control‑M