Adaps

Level 18/1, Nicholson St, East Melbourne VIC 3002
info@adaps.com
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Job Ref: 46543

  • Senior Murex engineer – FO/Risk Management
  • Permanent opportunity
  • Melbourne – 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 Ricky on 03 7035 0108 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.