About Client: The client is a global consulting, technology, and digital firm specializing in the financial services industry. Established in 2001, the company provides innovative solutions to help clients navigate digital transformation, enhance operational efficiency, and achieve strategic objectives. With a focus on banking, capital markets, and insurance, it leverages cutting-edge technologies such as blockchain, artificial intelligence, and data science to deliver customized IT solutions and business consulting services. The company's commitment to innovation, combined with its industry expertise, positions it as a leader in driving technological advancements and helping financial institutions stay competitive in a rapidly evolving market. Rate Range: $520-$540/Day Job Description:
- We are looking for a Murex Analyst with a specialized focus on data quality and risk model validation.
- The ideal candidate will be instrumental in generating and assessing critical financial data within the Murex platform, supporting quantitative analysts, and validating risk models.
- This position requires a unique blend of technical expertise, financial knowledge, and a deep understanding of the derivatives market.
Responsibilities:
- Collaborate with various teams to generate accurate and reliable financial data using the Murex and Calculation engine platforms.
- Troubleshoot and resolve issues pertaining to data quality, ensuring the integrity of static, market data, and scenario analysis.
- Manage the rerun and adjustment of data/files in response to user requests, providing end-to-end support within the Risk framework.
- Develop and execute detailed test plans for new enhancements and products initiated by the Front Office or Risk teams, requiring thorough analytics documentation and validation.
- Maintain a comprehensive knowledge base, including support scripts, documentation, and procedural guidelines for Murex-related operations.
- Work closely with IT teams to facilitate and support the integration of Murex with other platforms and systems within the organization.
- Provide expertise in derivatives across lines of business, including Interest Rate Derivatives (IRD), Foreign Exchange Options (FXO), and Equity Derivatives (EQD).
- Apply strong front office and market risk experience to support trading and risk management functions effectively.
- Utilize hands-on experience in stress testing, Value at Risk (VaR), Fundamental Review of the Trading Book (FRTB), time series analysis, and financial instrument valuation.
- Leverage skills in SQL for data manipulation and analysis, as well as Python, ANT scripting, and JSON formatting for various data and reporting tasks.
Qualifications:
- Proven experience in the derivatives market, particularly in IRD, FXO, and EQD.
- Strong background in front office operations and market risk management.
- Practical knowledge of stress testing, VaR, FRTB, time series, and valuation methodologies.
- Proficiency in SQL and the ability to create complex queries for financial data analysis.
- Experience with scripting languages such as Python and ANT, and familiarity with JSON data format.
- Bachelor's degree in Finance, Computer Science, Mathematics, or a related field.
Good to Have:
- Direct experience with Murex 3.1, including configuration and operation.
- Background in market risk across various asset classes or cross-platform implementation projects.
About ApTask: ApTask is a leading global provider of workforce solutions and talent acquisition services, dedicated to shaping the future of work. As an African American-owned and Veteran-certified company, ApTask offers a comprehensive suite of services, including staffing and recruitment solutions, managed services, IT consulting, and project management. With a focus on excellence, collaboration, and innovation, ApTask provides unparalleled opportunities for professional growth and development. As a member of the ApTask team, you will have the chance to connect businesses with top-tier professionals, optimize workforce performance, and drive success across diverse industries. Join us at ApTask and be part of our mission to empower organizations to thrive while fostering a diverse and inclusive work environment. Applicants may be required to attend interviews in person or by video conference. In addition, candidates may be required to present their current state or government issued ID during each interview. Candidate Data Collection Disclaimer: At ApTask, we prioritize safeguarding your privacy. As part of our recruitment process, certain Personally Identifiable Information (PII) may be requested by our clients for verification and application purposes. Rest assured, we strictly adhere to confidentiality standards and comply with all relevant data protection laws. Please note that we only collect the necessary information as specified by each client and do not request sensitive details during the initial stages of recruitment. If you have any concerns or queries about your personal information, please feel free to contact our compliance team at ...@aptask.com .