- Senior Murex engineer – FO/Risk Management
- Permanent opportunity
- Sydney – Tier 1 Bank
- Salary on offer up to $165,000 Inc Super + Bonus + other perks
- Work life balance, discounts on home loans etc
Description:
We are looking to hire an experienced Front Office / Market Risk Engineer in a techno-functional role to work within a Murex Technology asset. Within this role you will focus on delivering incremental business change for several projects, primarily FRTB.
Responsibilities
- Be responsible for providing advice for a variety of diverse tasks or problems based on the application of judgment in your area of expertise/responsibility
- Work with teams to analyse business processes, procedures, and user requirements to establish system requirements.
- Develop solutions and specifications so that agreed requirements can be converted into functional systems.
- The ability to adapt quickly and problem solve in a complex environment.
Experience:
- Front office Business analysis, including trade pricing and deal booking
- Knowledge of PL Analysis at deal and portfolio level
- Implementing changes that are Risk related, such as Rate curves configuration, Risk Matrices.
- Knowledge of key Market Risk metrics (e.g., VaR, FRTB) and other market risk methodologies.
- Product knowledge in any of the following asset classes, FX, IRDs, Fixed Income, Bonds, Commodities, Equities.
- Initial diagnosis of problems, for a system or sub-system or apply known solutions, including documenting problems, progress checking, and escalation to ensure resolution
Technical Tools:
- Knowledge of Murex 3.1 preferred (or like vendor applications such as Calypso), along with the technical configuration and management of platform services.
- Some experience in the following: GIT, Artifactory, Jenkins, scripting (shell & Perl), SQL, Control-M, Unix, and Java process knowledge.
- Design, development, and maintenance of Murex workflows to manage import/export events of trades and statics data with external systems
How to Apply
Please apply using the link below or call Suzy on 03 8804 5883 for further details. Applications closes based on the volume of applications received. Only short-listed candidates will be contacted.
Adaps is an equal opportunity employer that actively embraces diversity in its workforce through accurate community representation of gender, culture; thought and work arrangements.