Experto Murex Risk Market

hace 2 semanas


Madrid, España Grupo NS A tiempo completo

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**Experto Murex Risk Market - FRTB (2017)**

Madrid - Publicada el 1 de junio de 2023

Descripción

Grupo NS incorpora un** Analista funcional experto en Market Risk de Murex** para proyecto bancario, **100% remoto **desde cualquier punto de España.

Funciones a desempeñar:

- 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.

Requisitos mínimos

Imprescindible:

- Experiência de 4-5 años en tareas de configuración en Murex del módulo MRB
- Conocimiento en mercados, valoración de productos y riesgo de mercado, especialmente sobre la normativa FRTB 2017
- Inglés B2+

Competencias
- Gestión Equipos
- Documentación técnica
- Configuración
- Validación de pruebas


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