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Last update: 03.05.2014

Murex Consultant

Graduation: Economics
Hourly-/Daily rates: show
Languages: English (Full Professional) | Portuguese (Native or Bilingual) | Spanish (Full Professional)

Keywords

Simulation Consulting Firstlevel

Skills

? Murex Knowledge:

Levels:
(E) Expert
(I) Deep understanding and relevant hands-on experience
(U) Intermediate Skills and lesser hand-on experience

• Simulation Module (E)
• PL VAR (E)
• Market Data, Pricing and P&L Validation (E)
• IR curves (E)
• Volatility surfaces (IR) (E)
• Generators (E)
• Pricing templates, third parties, portfolios (E)
• Pre-trade / Post-trade rules (I)
• Deliverable / Contract / Exchange Workflows (I)
• Datamart (U)


? Kondor+ and KGR Knowledge:

• Historical Simulation VAR in KGR (Value at Risk) (E)
• K+ Risk Reports (E)
• Position maps (E)
• Derivatives pricing tools (E)
• Curves construction (E)
• Volatility Surfaces – FX and IR, cap/floor surfaces (E)
• K+ financial database (I)
• Open Reports experience (mostly gained from regulatory reports) (U)


? Products Knowledge:

o Cap/Floors and Digital C/F and FX Options (E)
o Money Market (E)
o IRSwaps and CCSwaps (E)
o FX Spots, FX forwards and FX Swaps (E)
o FX OTC Options (E)
o Fixed Income (E)
o Futures (FX, IR, Futures Options) – (E)
o Standardized Options – (E)

Project history

I will email references: martim_freire@sapo.pt

Time and spatial flexibility

3 weeks notice

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