Market Risk System Analyst ( VP2 )

Responsibilities:

• The person to lead and drive the day-to-day activities that are part of SA stream, working closely with various internal stakeholders, internal technology teams as well as the vendor. 
• As Murex ERM consultant, will be part of application development team for Murex VaR module
• Work with different IT teams across infrastructure, and other divisions to deliver system solutions for the business.
• Build a strong relationship and manage expectations with users and stake holders.
• Oversee SA pool and align team (including any system enhancements and upgrades) to meet project’s requirements within allocated budget and schedule.
• Plan, monitor and manage risks/issues related to Functional delivery.
• Take ownership of any issues that may impact the delivery quality and timeline.
• Provide status update related to technical delivery to TDM/Project Manager (PM)/ Program Manager.
• Own the delivery plan. Escalate issues that impacts project schedule on timely basis and propose workarounds/resolutions. Follow up on the proposed solution and fix the problem
• Manage stakeholders throughout the duration of the role. Ensure project governance is adhered to, any changes are documented and approved

Requirements:

• Bachelor's degree in computer science, engineering or similar domain
• Related professional/technical qualification will be advantageous although not mandatory
• 6-9 Years of experience in Murex Market risk Domain (VaR, Greeks, Sensitivities Stress-testing and attribution of Risk P&L)
• Deep understanding of Murex VaR module (historical simulation, back testing, PL VaR)
• The ideal candidate should be a senior analyst with team management & stakeholder management skills with experience in trading/Risk system support/development.
• Experience in major upgrade project in Risk domain.
• Experience in creating test cases Mx.3 version
• Experience in MRA is required
• Familiarity with MRE is required.
• Good understanding of Murex VaR DataModel
• Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations
• Fluent in using simulations and viewers
• Strong business domain knowledge in Global Markets and Group Risk
• Experience in communicating with functional and technical stakeholders
• Experience in banking industry preferred
• Experience in implementing large-scale, highly available applications or another large project implementation
• Experience in service-oriented technologies
• Proven result-oriented person with a focus on delivery
• Experience in actual systems development work, with prior coding, functional specifications and technical specifications and systems development and testing experience
• Good understanding and experience in software development cycle
• Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
• Good problem solving, analytical, synthesis, system thinking and solutioning skills