Senior Market Risk Consultant - PolyPath/Murex
We are looking for an experienced Senior Market Risk Consultant with strong hands-on PolyPath experience to support a major financial services/banking environment in London. Mandatory Requirement PolyPath experience is mandatory. Candidates without relevant PolyPath experience will not be considered. Experience with Murex Market Data/Murex Risk Management is also highly relevant, particularly where combined with strong Market Risk, pricing, valuation and risk analytics experience. Key Skills andamp; Experience Strong hands-on PolyPath experience - mandatory Strong experience in Market Risk Experience with Murex, particularly: Murex Market Data Murex Risk Management Strong Python programming skills Strong Java development skills Experience with risk modelling, valuation and risk analytics Strong understanding of pricing, sensitivities and risk measures Experience with VaR, stress testing and scenario analysis Experience working with Front Office, Risk, Finance and/or Model teams Strong understanding of financial markets and investment banking environments Product/Market Risk Experience Experience across Fixed Income and Structured Products would be highly beneficial, including exposure to areas such as: Fixed Income Structured Products MBS/Mortgage-Backed Securities CMO/Collateralised Mortgage Obligations Securitised products Responsibilities Support and enhance Market Risk platforms and applications, with a strong focus on PolyPath. Work on market risk calculations, ..... full job details .....
Other jobs of interest...
Perform a fresh search...
-
Create your ideal job search criteria by
completing our quick and simple form and
receive daily job alerts tailored to you!