Murex Business Analyst with expert knowledge on MRB MODULE following agile methodology (Kanban), will be part of the Murex UaaS Team.
Must Requirements:
- Knowledge in financial assets: P&L, sensitivities, etc.
- Configurations of simulation views and reports (dynamic tables, viewers/layouts, PLVA, RM).
- Murex settings related to product definition.
- VaR (historical full revaluation and Taylor expansion)
- Stress testing and back testing.
- FRTB (standardized approach), BIM, SA-CCR and XVA
- Credit risk, MLC & Market risk limits
Nice to have:
What do we offer you?
- Long term Contract
- Training and career development
- Benefits and perks such as private medical insurance, multisportcard
- Possibility to be part of a multicultural team and work on international projects
- Hybrid position based Warsaw, Poland. Relocation is mandatory
- Possibility to manage work permits.
If you have read this far and you are looking forward to joining this challenge, do not hesitate to apply... we would be delighted to meet you!