Urgently Hiring
Easy Apply
Essential Jobs
Industry 0

7 Wholesale Credit Risk Stress Jobs


    System Analyst

    DISYS - Digital Intelligence Systems, LLC
    Mclean, VA 22107
    Full-time, Part-time
    Refer friends, get paid!

    Job Description

    Responsibilities Define solutions (requirements, designs, services, recommendations) to businesssystems problems Liaison between IT and business SMEs, able to translate business requirements into highly specified project briefs. Responsible for the development, maintenance, management, and delivery of technical information or documentation Partner with consumers, business SMEs and source system teams to analyze, internalize and translate business requirements and source data to leverage Murex capabilities with regards to SIMM (standard initial margin methodology) - configure and import historical stress scenario - testing of the VaR output for those scenarii in close collaboration with Trade Analytics Valuation team (TAV) - generate the Backtesting Benchmarking VaR data for the trades in scope - Assist in creating Hedge curvesPricing curvesVol surfaces to SIMM specifications - Assist business users in any ad-hoc request related to SIMM -Assist users in exporting all relevant data to internal warehouse Prepare systems analysis documentationspecifications Able to identify roadblocks to projected timeline and present possible solutions Own the integrity of the solution through customer acceptance (UAT) and final disposition of solution for BAU acceptance Interacts with Product Management, TAV, external consultants and information technology Basic Qualifications Bachelor's Degree in fields such as Business, Computer Science, Information Systems, and Engineering or military 3+ years of experience working as a Murex Systems Analyst Preferred Qualifications Solid understanding of Interest Rates Derivatives, FX Derivatives and Credit Derivatives. Strong knowledge of trade life cycle events, market data and analytics ("Greeks") for the asset classes in scope. Hands on Experience with Murex v 3.1 Solid understanding of Value at Risk (VaR) and stress testing Solid understanding of Murex Front office module and Market Data Solid understanding of Murex reporting capabilities. Strong understanding of technology including Databases, SQL, API, Python Strong written and verbal communication skills Strong Agile delivery knowledge and training andor practical experience
    Posting ID: 597879564Posted: 2021-01-09