Senior Product Manager / Credit Risk

Poste

Type de contrat : Plein temps

Murex est un acteur majeur de l'édition de logiciels financiers regroupant 1400 salariés répartis dans 9 bureaux à travers le monde.

Chaque jour, 35 000 utilisateurs au sein des plus grandes institutions financières font confiance à nos collaborateurs et à nos produits pour soutenir leurs activités de marché sur l'ensemble des classes d'actifs (crédit, change, taux, actions et matières premières).

Nous vous offrons aujourd'hui l'opportunité de rejoindre nos équipes basées à Paris, en tant que Senior Product Manager / Credit Risk.

The ERM (Enterprise Risk Management) Credit Risk team within the Product Evolution Services division is thus looking to onboard an experienced business analyst or quantitative engineer to take a decisive part in the following product management work streams:

Product specification

Gathering of customers requirementsDefinition and prioritisation of new product featuresElaboration and review of business plans, design documents and test plans with the development teamsParticipation to the release management effort (version planning and scheduling of customer deliveries)

Validation of the PFE/CVA modules (existing solutions and on-going developments):

Execution of unitary tests and documentation of resultsTogether with the Murex Quality Assurance team, preparation of test plans to be implemented as part of the MX.3 release management automated quality control

These efforts will focus mainly on three areas of the solution:

the validation of the PFE & CVA results which will require familiarity with FO valuations and Risk models,testing of the front-end tools for which an appreciation of system usability and a good knowledge of the customers business processes will be a plus, andthe validation of the system operational framework for which a good understanding of PFE/CVA systems implementations and application support challenges is a pre-requisite 

Documentation:

Documentation of existing and new features for the system manualSummary of unitary testsPreparation of training materials for customers and integratorsParticipation in the elaboration of product brochures and marketing materials 

Implementation and customer support :

Packaging of standard setups and configurationDesign of implementation guidelines (preliminary questionnaires, parameterization, recommendations…)Active participation in strategic implementation projectsTraining of Murex consultants and end-users2nd line of application support for Murex consultants and customersParticipation in the pre-sale process (system demonstrations, workshops, RFPs) and go to market strategy (identification of reference sites and case studies, articulation of the product key selling points ...)

Profile

Candidate Background

Around 3 to 7 years experience in Capital MarketsSolid experience with implementation and/or validation projects related to counterparty risk Recent experience (over a year) with a reputable Financial institution in implementing and validating either a Counterparty Risk Measurement system (Monte-Carlo PFE/EPE) or a CVA management solution (preferably cross asset).Graduate or Post-Graduate degree (Science, Engineering or Quantitative Finance)

Desired skillset:

Strong experience with Risk Management Systems and/or Model validation, good maths a plusFamiliarity with derivatives and most asset classes (IRD, FX, CRD, EQD, COM), transaction pay-offs and their valuations.Validation skills: analysis, organization, documentation…At ease with usual technical aspects (DB/Unix, environment set-ups, troubleshooting)Hands-on type of personalityGood sense of teamwork & relationship, good communication and presentation skillsAbility to prioritize tasks, to ensure deadlines are achieved   Fluent English: oral & written 

Prior experience with FVA models, Murex systems and Risk management vendor solution is a plus but not a prerequisite.