Skip to main content

This job has expired

MRE Business Analyst

Employer
Luxoft India Llp
Location
Bangalore, IN
Salary
Competitive
Closing date
Nov 19, 2019

View more

Job Role
Business Analyst
Sector
Finance
Contract Type
Permanent
Hours
Full Time
Job Description: Project Description The company drives all Murex change work at Tier-1 Australia Bank. Currently, will look to take on all Murex functional, technical and environments management support as well as new features implementation within a single globally distributed team (Sydney / London / Bangalore). Business trips to Australia might be required with a further possibility of relocation to Australia (performance-based option on clients feedback) Responsibilities You will be a Front Office Business Analyst Lead focusing on a varied portfolio of work, including Market Risk and VaR / ES configuration and functional BA work. Configuration for MRE module in Murex will be expected. You have the opportunity to help shape the teams role and responsibilities and help implement new technologies and processes to expand and deepen test coverage and improve time to release. Required Candidate profile Skills Must 1. Analyses and resolves issues related to system configuration, Risk, pricing, P&L;, sensitivities, market data, market operations, EOD, interfaces, etc 2. Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes/solutions 3. Acts as an intermediary between business and vendor 4. Works on small BAU projects to deliver extended functionality and enhancements to the Risk & MO users, and is familiar with the systems development life cycle 5. Ensures documentation and deliverable are consistent with defined standards 6. Has the ability to work under pressure to resolve critical issues and meet project deliverables VaR: - Assist in VaR report creation, deal analysis or scenarios upload - Analyze the VaR of a portfolio to instrument or deal level - Emulate the shifts in a scenario on a portfolio or deal - Configure any additional reports and views - Support the market risk team for queries/ issues. - Support statistical analysis reports - Analyze and support the Backtesting results ( if murex backtesting is used) - If VaR data is interfaced into any other external system, any discrepancies in the data files are also supported - Has a good knowledge of Murex Datamart Nice to have 4 Years of relevant Murex experience Good domain understanding of Market Risk, VaR/MRE Reports Development Murex Knowledge around - VaR, Simulation Viewer, Risk Matrices ( Implementation or migration projects), Murex Datamart and EOD, Static Data, GOM, Market Data, Market Operations Working-level knowledge around Unix & Syabse Murex Knowledge around - P&L;, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations Domain knowledge : Strong domain understanding of Market Risk, VaR Reports Should possess an understanding of financial markets Knowledge of financial instruments such as Interest Rate Derivatives, Credit Derivatives, Currency Derivatives, Swaps, Futures, Options, FRA, etc. Languages English: Intermediate Job Description:Project DescriptionThe company drives all Murex change work at Tier-1 Australia Bank.Currently, will look to take on all Murex functional, technical and environments management support as well as new features implementation wi Skills: Market Risk, VAR, Business Analysis, Credit Derivatives, Market Data, Murex, Statistical Analysis, Options, Market Operations, Interest Rate Derivatives, Currency Derivatives, Swaps, Futures, FRA Experience: 4-6 Years

Get job alerts

Create a job alert and receive personalized job recommendations straight to your inbox.

Create alert