Functional Analyst Murex Market Risk

hace 2 semanas


Madrid, España Aratech A tiempo completo

Descripción Functional analyst | Murex Market Risk

¿Quiénes somos?
Somos Boxyware.
Boxyware ofrece una completa gama de soluciones tecnológicas enfocadas a mejorar la relación con sus clientes, ciudadanos y entorno, como medio para avanzar hacia la excelencia y la eficiencia en la gestión de su negocio y en la prestación de sus servicios.

¿Con quién trabajamos?
Nuestro cliente es una importante empresa del sector bancario

¿Cuáles serán tus funciones?
Configuración en Murex del módulo MRB (escenarios, factores de riesgo, revaluation & normalized runs, market Risk aggregator)
Validación de pruebas de materialidad entre el VaR Global de Murex y el VaR Global de otro sistema con soporte en el análisis de las distintas métricas de riesgos (PnL, Sensibilidades, VaR, SVaR, ES, HPL, RTPL...) de cara a justificar los descuadres entre los dos sistemas.
Documentación sobre las pruebas ejecutadas.
Gestión y coordinación entre los equipos de tecnología y negocio. Tecnologías obligatorias Conocimiento en mercados, valoración de productos y riesgo de mercado, especialmente sobre la normativa FRTB
**Requisitos**:
¿Qué buscamos?
Experiência de 4-5 años en tareas de configuración en Murex del módulo MRB
Experiência en las funciones anteriormente mencionadas

¿Qué valoramos?

**Inglés**: intermedio

¿Qué ofrecemos?
100% teletrabajo
Oportunidad de desarrollo
Contrato indefinido

3 years



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