Murex Market Risk Specialist

A reputed bank in the UAE is seeking a consultant expert in Market Risk, specifically in VaR (Value at Risk), FRTB (Fundamental Review of the Trading Book), and SIMM (Standard Initial Margin Model).

Responsibilities:

• Be part of the Murex Market Risk team.
• Collaborate with different IT teams across infrastructure and other divisions to deliver system solutions for the business.
• Build strong relationships and manage expectations with users and stakeholders.
• Work independently with multitasking capabilities.
• Actively participate in discussions with the business to understand their needs and transform them into project initiatives.
• Develop and refine various business, functional, and testing requirements in support of the project and systems involved, working alongside the vendor where necessary.

Mandatory Skills:

• Highly skilled specialist in Murex with a minimum of 5-7 years of experience in Market Risk, including VaR, SIMM, and FRTB.

Nice-to-Have Skills:

• Knowledge of MLC (Market Liquidity Curve) is an added advantage.

Languages:

• English: Advanced (B2/C1/C2)

Work Conditions:

• On-site, Full-time

Location:

• Abu Dhabi Emirate, United Arab Emirates