JOB KNOWLEDGE & EXPERIENCE
· Minimum 5 years of experience as Murex Front Office Business Analyst
· Extensive experience in setting up and validating Interest rate curves including for ARRs.
· Expertise in multiple asset classes (at least 2 of the following) such as IRvanilla and exotic derivatives, Equity Derivatives, Commodity Derivatives, FX Derivatives, Structured Products Credit Derivatives, FIMM (Fixed Income, / Money Market).
· Expertise in terms of pricing, valuation, risk management and sensitivities including for exotic products.
· Strong exposure to FO Modules of Murex - E-Tradepad, Simulation, Livebook, RTPM, Pre Trade Workflow, Market Data, Dynamic Tables, P&L Notepad, FDI Templates, Blotters, Risk Matrices etc.
· Experience in implementation and supporting Murex v3.1 with regards to front office capabilities
· Excellent knowledge of Capital Markets products and processes, front to back.
· Experience on implementation of both linear and non-linear products in Murex