Description
One of my major banking clients are looking to hire a senior Sophis/Murex contractor for their Front Office projects team.
Requirements:
- Conceptually understand measurements of risk
- Hands on experience to setup VaR modules in Murex and Sophis
- Quantitative background (statistics, mathematics, econometrics)
- Knowledge of asset classes IR&FX, Equity, Inflation, Commodity
- Business Analysis skills
- Stakeholder management at a senior level
The ideal candidate should have hand on experience on how to check PnL generations for historic VaR calculation inside Sophis.
Most of the pricers are developed internally and therefore interfaced to Sophis via Sophis toolkit.
Please contact Matthew Burger for further information.