Description
A Murex Market Risk BA is required by a large banking client to join their Front Office Market Risk projects team.
This will be a 3 month rolling contract, with an expected end date in mid 2014.
Requirements:
- Excellent knowledge of Murex & Market Data
- Market Risk Methodologies, including VaR & Stress VaR
- Excellent knowledge of IT architecture & methodologies within Market Risk
- FM Products - Fixed Income, FX, interest rates, FXD & IRD, Commodities
- Business Analysis skills
- Stakeholder management at a senior level
Please contact Matthew Burger for further information.