Murex SME

• Expertise in Murex, particularly Credit & Market Risk configurations (PFE, CVA, VaR), Trade interface development (TDS, LTS), Market Data interface development (mdit), static data interfaces, workflow configuration, datamart reporting
• Strong analytical and problem solving skills.
• Murex Technical Knowledge:

• Credit risk configuration.
• Market risk configuration.
• Workflow configuration and development.
• Datamart configurations
• Interface development (TDS, LTS, MDIT)

• Linux bash Scripting
• SQL

• Market Risk – VaR, DV01, NOP
• Credit Risk – PFE, CVA, SIMM
• Trade pricing.
• IRD, Equities

Location – Manchester/London