Description
Market Risk Business Analyst - FI, FX, IR, Modelling, Market Data, Murex, VaR
We are looking for a Business Analyst to assist in the delivery of Modelling and Market Data workstreams.
. The candidate will have in depth knowledge of IR/FX volatilities, zero rate set-up and ideally Commodities.
. The candidate should have knowledge about Market Data and pricing of the related derivatives, risk models and how they are implemented in Murex.
. Should be able to check consistency between input market data and numbers produced by Murex and be able to challenge implementation aspects of all these models.
. In addition to Murex knowledge, the candidate should be able to check the database underlying Murex and monitor/replicate all intermediate steps leading to the final result.
Business Experience;
- Financial Markets Products: Fixed Income, FX & Interest Rates, FXD & IRD, Commodities.
- Risk Management: Market Risk methodologies, including VaR, Stress VaR
Technical Skills;
- Excellent knowledge of IT architecture and methodologies within Market Risk.
- Excellent knowledge of Murex and Market Data