Credit/market Risk Senior System Analyst
19 hours ago
We are looking for a system analyst to implement and improve our IT systems. You will analyze system requirements and address any relevant problems. You will also perform standard testings and provide solutions to ensure high levels of performance and security. As a system analyst, you will be joining a team of engineers and developers who are passionate about new IT systems, software development and different programming languages. If you are also interested in discovering and implementing new features, we would like to meet you. Ultimately, you should be able to translate our internal and external clients’ needs into new high quality IT systems.
**Skills**
- Experience as a Murex Credit / Market Risk Developer / Consultant.
- A strong level understanding of financial products and related risks
- A very good knowledge of MLC computation process (Feeding of the Data, MLC risks calculations based on implemented formulas and Limits monitor screens used for the display and analysis of the results)
- Strong knowledge of simulation views and layouts, especially risk outputs settings
- Strong understanding of MLC risk configuration, mainly adjusting existing risks to a specific requirement
- A strong knowledge on LRB configuration to guide reporting team
- A strong knowledge on Murex collateral.
- A working knowledge of specific Credit and market risk measures in Murex:
PFE/CVA: calibration and computation
- Regulatory risk measures:
Understands MRB configuration and MRA display views (Enterprise Market Risk Monitor)
- Basic knowledge of the regulatory requirement
- A basic understanding of pricing models and calibration process
- List of needed Risk measures:
- FRTB
- Basic CVA
- SIMM
- SA-CCR
- VaR
- Experience of 5 to 10 years
**Requirements**:
- Experience in banking business is mandatory
- Valid passport
- Ability to travel based on business needs
**Benefits**
- Attractive salaries
- Healthy working environment
- Medical Insurance
- Social Insurance
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