Description

You will manage data generation and validation across Murex and calculation engine platforms to support the Risk framework.

This role is on-site.

Responsibilities

• Generate and validate numerical outputs from Murex and calculation engines for internal teams.
• Troubleshoot data quality issues and validate static, market, and scenario data.
• Rerun data and files to fulfill user requests and ensure risk framework integrity.
• Develop test plans for new products and front-office enhancements requiring analytics validation.
• Maintain a knowledge base including support scripts, documentation, and procedures.

Required Skills

• 8+ years of IT experience.
• 5+ years of experience in Derivatives (IRD, FXO, EQD).
• Strong expertise in Front Office and Market Risk.
• Hands-on experience with stress testing, VaR, FRTB, Time Series, and valuation.
• Proficiency in SQL.
• Experience with Python, ANT scripting, and JSON format.
• Any graduate degree.

Preferred Skills

• Experience with Murex 3.1.
• Experience in Market Risk cross-asset or cross-platform implementation.

Key Skills

Education

Any graduate