System Analyst

Key Responsibilities

• Deliver strategic change solutions for effective traded risk management
• Identify, monitor and manage project risks, issues and dependencies
• Achieve alignment up and down the organization
• Implement large-scale, highly available applications

Requirements

Education

Bachelor's or Master's degree in computer science, engineering or finance

Experience

6-9 Years

Required Skills

• Understanding of key market risk concepts (VaR, stress testing, risk/limit management)
• Understanding of key credit risk concepts (counterparty risk, credit approval, limit management)
• Strong technical knowledge in Murex domain
• Understanding of banking & trading book
• Understanding of datamart and simulation module in GMP
• Effective communication with technical and non-technical stakeholders
• Problem solving and analytical skills
• System thinking and solutioning skills
• Influencing skills
• Experience in software development cycle
• Experience with MUREX
• Functional understanding of counterparty risk and PFE
• Experience in product pricing methodologies
• Experience in VaR, MRA, MRE Configurations
• Understanding of model assignments, market data, rate curves
• Understanding of simulations and datamart module