TECHNO FUNCTIONAL SPECIALIST- MUREX

Coforge


Date: 1 week ago
City: Kolkāta, West Bengal
Contract type: Full time
Risk

  • Enterprise Risk management Consultant -
  • Implementation of Murex Risk aggregation (MRA) and MRAL modules on Murex Treasury solution.
  • Knowledge of Credit Risk & Market Risk and limits management.
  • Reviewing Testcase prepared for different Market Risk functionalities.
  • VaR Computation – Historic Simulation, Monte Carlo, Variance Co-Variance Backtesting, Stress Testing, Capital Computation.
  • Handling domain queries from business and risk department users Design document preparation and closure for signoff.

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