Job Description

Project description

Large bank in Saudi is looking for Murex production support consultant for environment end of day and market risk activities. It's a technical production support on risk and EOD.

Responsibilities

Troubleshoot and resolve daily production issues related to Market Risk calculations, Value at Risk (VaR), stress testing, and P&L attribution frameworks.
Manage Market Risk related vendor deliveries, support and closure.
Support Murex Risk Architecture (MRA) and Murex Risk Engine (MRE), ensuring accurate Value at Risk (VaR), stress testing, and sensitivities (Delta, Gamma, Vega) generation.
Provide front-line support, triage production issues, perform root cause analysis, and remediate risk calculation or workflow failures
Provide Level 2 Support for all EOD issues and making sure repeated issues are closed via problem management.
Perform EOD, create job, test run and test flow of EOD,