Data Quality Analyst with Murex (In Person Interview)

Job Title: Murex Analyst

Location: Mississauga, ON

Employment Type: Contract

Duration: Long Term

About VLink: Started in 2006 and headquartered in Connecticut, VLink is one of the fastest growing digital technology services and consulting companies. Since its inception, our innovative team members have been solving the most complex business, and IT challenges of our global clients.

Job Description:

We are looking for a Murex Analyst with a specialized focus on data quality and risk model validation. The ideal candidate will be instrumental in generating and assessing critical financial data within the Murex platform, supporting quantitative analysts, and validating risk models. This position requires a unique blend of technical expertise, financial knowledge, and a deep understanding of the derivatives market.

Responsibilities:

Collaborate with various teams to generate accurate and reliable financial data using the Murex and Calculation engine platforms.

• Troubleshoot and resolve issues pertaining to data quality, ensuring the integrity of static, market data, and scenario analysis.
• Manage the rerun and adjustment of data/files in response to user requests, providing end-to-end support within the Risk framework.
• Develop and execute detailed test plans for new enhancements and products initiated by the Front Office or Risk teams, requiring thorough analytics documentation and validation.
• Maintain a comprehensive knowledge base, including support scripts, documentation, and procedural guidelines for Murex-related operations.
• Work closely with IT teams to facilitate and support the integration of Murex with other platforms and systems within the organization.
• Provide expertise in derivatives across lines of business, including Interest Rate Derivatives (IRD), Foreign Exchange Options (FXO), and Equity Derivatives (EQD).
• Apply strong front office and market risk experience to support trading and risk management functions effectively.
• Utilize hands-on experience in stress testing, Value at Risk (VaR), Fundamental Review of the Trading Book (FRTB), time series analysis, and financial instrument valuation.
• Leverage skills in SQL for data manipulation and analysis, as well as Python, ANT scripting, and JSON formatting for various data and reporting tasks.

Qualifications: Proven experience in the derivatives market, particularly in IRD, FXO, and EQD.

• Strong background in front office operations and market risk management.
• Practical knowledge of stress testing, VaR, FRTB, time series, and valuation methodologies.
• Proficiency in SQL and the ability to create complex queries for financial data analysis.
• Experience with scripting languages such as Python and ANT, and familiarity with JSON data format.
• Bachelor's degree in Finance, Computer Science, Mathematics, or a related field.

Good to Have: Direct experience with Murex 3.1, including configuration and operation.

• Background in market risk across various asset classes or cross-platform implementation projects.

Employment Practices:

EEO, ADA, FMLA Compliant

VLink is an equal opportunity employer. At VLink, we are committed to embracing diversity, multiculturalism, and inclusion. VLink does not discriminate on the basis of race, color, religion, sex, national origin, disability status, protected veteran status, or any other characteristic protected by law. All aspects of employment including the decision to hire, promote, or discharge, will be decided on the basis of qualifications, merit, performance, and business needs.