We are looking for a senior market risk professional with deep PolyPath or Murex expertise strong Python and Java skills and broad fixed income product knowledge particularly in structured products such as MBS and CMOs
Key Requirements
- Expertlevel knowledge of PolyPath preferable or Murex
- Strong programming skills in Python and Java
- Solid business knowledge of market risk within the banking industry
- Desirable experience of 10 years in banking or financial services
- Strong understanding of fixed income products
- Knowledge of additional financial products is a plus
- Experience with structured products is highly desirable especially
- MortgageBacked Securities
- Collateralized Mortgage Obligations
- Other securitized or structured fixed income products
- Ability to work with both technical and business teams
- Strong analytical skills and ability to explain risk concepts clearly
- Experience supporting risk models valuation tools or market risk systems is preferred
Nice to Have
- Experience working with front office risk finance or model teams
- Understanding of pricing sensitivities stress testing VaR or scenario analysis
- Experience in large banking environments or regulated financial institutions
Skills
Mandatory Skills : Java, Murex - Market Data, Murex - Risk Management, Python
