Murex Risk Engineer

3 weeks ago


abu dhabi, United Arab Emirates Marc Ellis Full time

Contract : 6 months extendable.
Job Requirements

  • Candidate must have a graduate degree from a reputable institution in Information Systems / Engineering / Economics. Post graduate qualification or a professional qualification desirable
  • Good working experience in Counterparty Credit Risk Change (SACCR, PFE (Monte Carlo & CEM), Credit Policy (issuer concentration risk, credit trading, secondary risk & WWR)
  • 6-8years Murex (MRA/MRB) & or MLC Config experience (creation of new risks, new pre deal checks, LRBs, knowledge of LAS, MLC reporting DB, batch scheduling, config refactoring)
  • Working knowledge of a programming language such as Python, SQL
  • Understanding of VaR, ES with an application of Murex MRA, MRB, MRL config preferred
  • Good knowledge of xVA (CVA, DVA, FVA, ColVA, MVA)
  • Strong understanding of Collateral Management & Legal Agreements (CSA, GMRA, GMSLA)
  • Knowledge of Trading Book risk and regulatory change preferred (EMIR IM SIMM, FRTB, & Stress Testing)
  • Full SDLC experience, agile and waterfall & DevOps, use of GITLAB, MX Test
  • Delivering initiatives in collaboration with stakeholders (Front Office, Market Risk, Analytics, Operations, Product Control)
  • Organize and spearhead project meetings on behalf of GM (working groups etc.)
  • Works well autonomously by researching and investigation solutions, also works well in a highly dynamic and pressurized environment
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