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SR Market Risk
hace 35 minutos
Desde Winning Consulting estamos seleccionando a un perfil
SR Market Risk / Murex Consultant
, para incorporarse al proyecto de uno de nuestro clientes multinacionales claves en el sector bancario y afincado en Madrid. Modelo de trabajo híbrido.
Requisitos:
- Conocimientos experto en Murex, inlcuyendo: MRB (Market Risk Batch), simulación, configuración de productos, configuración de datos de mercado, datos estáticos y flujos de mercado.
- Conocimiento experto de procesos y métricas de Riesgo de Mercado: Pricing y P&L, Explain, VaR y Stress Testing, Levelling, FVA/AVA, FRTB.
- Experiencia en desarrollo y revisión de calculadoras de valoración de derivados, incluyendo: comparación y reconciliación con métricas generadas en Murex; análisis de diferencias y drivers de riesgo.
- Revisión metodológica de modelos y flujos de procesos, incluyendo: carga de información, Market data, Static data, Trade capture y replica del modelo.
- Ejecución de pruebas masivas de datos.
Requisitos adicionales:
- Conocimiento alto/bilingüe del ingles, hablado y escrito (proyecto para US).
- Conocimientos avanzados de Python (análisis, automatización, validaciones, reporting).
- Se valorará muy positivamente:
- Experiencia en Validación Interna / Model Risk Management
- Participación en proyectos de migración de sistemas de riesgo
- Experiencia en documentación
- Excelentes habilidades de comunicación, capacidad de interlocución con:
- Riesgos
- IT
- Front Office.
Sobre Winning Consulting
En
Winning Consulting
ofrecemos servicios de consultoría, formación, reclutamiento e investigación. Apoyamos a nuestros clientes en la búsqueda de soluciones innovadoras y sostenibles, desde la aplicación del conocimiento científico a la resolución de problemas complejos de gestión hasta la transformación digital y tecnológica dentro de las organizaciones.
Más información en: https://www.winning-