Description
Murex Support Functional VAR Risk PnL Greeks FX Options Curve Generation. My Top Tier Investment Banking client is looking for a strong Murex Functional Support consultant to join their already established team.
The successful candidate will have the following skill set;
Strong experience of FO configuration (setup of currencies, currency pairs, rate curves, curve assignments, generators, indices, volatility configuration, e-tradepad, FDI templates, simulation views,etc)
Solid understanding of GOM
Strong experience of pre-trade workflow, including development of pre-trade formulae
Ability to configure sell-down and cash rollover configurations
Analysis of PnL, positions, pricing, risk (including VAR) etc and responding to user queries on the same
Strong knowledge of interest rate derivatives, foreign exchange derivatives, commodities, inflation, money market and Fixed Income products
Knowledge of the accounting module - account set up, accounting rules, accounting EOD would be a good plus
Close to 3 years of experience of working in a Front Office support role would be ideal
For more information please contact me.
Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice.