8+ years of experience in Murex Market Risk module
Deep expertise in Murex Market Risk Environment (MRE) module
Proven ability to develop, configure, and optimize Market Risk calculations independently
Experience in configuring and running risk computations including reval runs, normalized runs
Strong business stakeholder management skills, with experience in running risk measure validations
Deep understanding of asset classes including MM, Fixed Income, FX, and IR Derivatives
Extensive hands-on experience in Market Risk functional validations (e.g., Interest Rate VaR, Stress Testing)
Expertise in configuring and validating various Market Risk measures such as VaR, PV01, CR01, and PnL vectors
Strong analytical skills to explain differences in VaR results between Murex and other risk systems
Solid understanding of Oracle and/or SQL Server RDBMS, with strong SQL skills for data analysis and validation
Experience with Unix/Linux environments and scripting (Shell, Python, etc.)
Exposure to GIT for version control
Good knowledge of CI/CD methodologies and tools
Development skills in MxML, DataMart, or other Murex modules
Understanding of regulatory risk requirements (FRTB, Basel framework, etc.)
