Murex Production Support; Market Risk +EOD

Project description

Large bank in Saudi is looking for Murex production support consultant for environment end of day and market risk activities. It's a technical production support on risk and EOD.

• Troubleshoot and resolve daily production issues related to Market Risk calculations, Value at Risk (VaR), stress testing, and P&L attribution frameworks.
• Manage Market Risk related vendor deliveries, support and closure.
• Support Murex Risk Architecture (MRA) and Murex Risk Engine (MRE), ensuring accurate Value at Risk (VaR), stress testing, and sensitivities (Delta, Gamma, Vega) generation.
• Provide front-line support, triage production issues, perform root cause analysis, and remediate risk calculation or workflow failures
• Provide Level 2 Support for all EOD issues and making sure repeated issues are closed via problem management.
• Perform EOD, create job, test run and test flow of EOD, troubleshoot issues related to failures during EOD, any user/trader issues, system failures and infrastructure issues.
• Fix EOD issues, resolve issues like Data Mart feeder failures, market data failure, user session running slow or session crashes and accounting EOD failures etc and elevate to Infrastructure teams.
• Coordinate with vendor for reported bugs, track fixes, deploy re-test and ensure quality on the technical deployment. Liaise with to run diagnostics and troubleshooting for EOD issues.
• Perform sanity checks in Murex UI such as workflows, real time data etc.
• Perform ad hoc operational requests such as generating of on demand reports, file transfer, housekeeping activities

• 8 to 12 years of total experience,
• Murex Production support experience is a must.
• Good domain knowledge and in depth understanding on trade life cycle of various asset classes including Forex, Derivatives, Fixed Income and Money Market.
• 5-10 years of experience in Murex market risk management and 3-5 years of experience in Murex Environment.
• Murex Market risk experience, including VaR, SIMM, and FRTB.
• Proficient with murex EOD architecture, key services and end to end process.
• Knowledge of Scheduling tool such as control M, Autosys
• Knowledge of DB fundamentals such as query plan, SQL, indexing.

Datamart Dynamic tables/Feeders/batch Configuration, scanner templates, processing script definition