SoHo Dragon | Hiring | Murex Risk Engineer | BigDataKB.com | 1/19/2022

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SoHo Dragon

Ahmedabad

Soho Dragon is hiring a Murex Risk engineer who will be responsible to support Quants and Risk models validation efforts. The Murex Risk engineer will specifically help generate and assess the calculated data quality, which is a critical function to ensure a rapid time to market of new derivatives products.

Objectives of this role

Support

  • Assist Quants, Risk Analytics, and Market Risk teams in generating the numbers out of the Murex platform (SIMM crif files, PL Vectors for VaR, Backtesting)
  • Troubleshoot issues related to generated data quality, validate required static/market data /scenarios, and other valuation settings.
  • Rerun as needed data/files depending on various data requests from Risk Analytics/Quants users.

Business Solution Evolution

  • Configure Murex environments, working with FO-IT, to enable requested calculations.
  • Support the evolution of the automation of the data generation by giving continuous feedback to the Murex Risk development team.
  • Work with EQD/FIC quant, Model validation team, and Risk analytics to support the implementation of new products/models within the Murex Calculation platforms.
  • Escalate problems proactively and ensure all stakeholders are kept aware of issues and their development.
  • Develop test plans for enhancements & new products initiated by the Front office and requiring analytics validation.
  • Create and maintain a knowledge base, support scripts, documentation, and procedures


Skills and Requirements

  • 5+ years of experience supporting a Derivatives line of business ( IRD, FXO, EQD) or a Market Risk cross Asset implementation, using Murex 3.1
  • Working knowledge in derivatives analytics allows engaging with Risk Managers.
  • Working knowledge of Market Risk practices (stress testing, VaR)
  • Knowledge of Murex core calculation modules (Pricing/Position management/risk management).
  • Usage of SQL, experience in Python, ANT scripting
  • Experience working on Risk Calculation platforms
  • Ability to multitask several ongoing issues. This involves the ability to assess priority and make appropriate decisions quickly and effectively.
  • Effective interpersonal skills and relationship-building skills.
  • Strong written and verbal communication skills.
  • Strong analytical and problem-solving abilities with keen attention to detail.
  • Self-motivated and directed, with the ability to effectively prioritize and execute tasks in a high-pressure environment
  • Available immediately to 30 days

Apply Here

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