Informacje o stanowisku

technologies-expected :

• Murex
• Microsoft Excel

• Objective: To support Risk Methodology (quantitative team) in the configuration of native models and valuation setup in Murex, ensuring the consistency of valuation and the replicability of results (P&L, sensitivities and PLVA) against benchmarks in Excel.

• Bachelors degree in Mathematics, Physics, Engineering or Economics.
• High English (C1), specially written (documentation, technical emails).
• ≥3 years of experience with Murex in:
• Definicion de valuation settings
• Configuring Product Features by Termsheets/Markets
• Defining Viewers for Sensitivities
• Excel replication of P&L, sensitivities, and PLVA
• Previous experience in setting up and valuing financial derivatives at Murex.

• Multisport card
• Private medical care

Wrocław - Oferty pracy w okolicznych lokalizacjach