Epsilon Solutions Ltd.
Quebec, QC
Murex - Front Office Business Analyst
The candidate will be involved in the IBOR transition project (CDOR transition) and will work with the front office desk, Middle Office, and developers to implement changes related to the IBOR reform.
Responsibilities
- Scoping and impact assessment of the CDOR transition.
- Liaise with stakeholders across business and IT teams.
- Analyze for yield curve alignments, pricing impacts, and Historical and Market Data changes.
- Transition strategy and execution.
- Support business users with testing and validation.
Skills
- Strong knowledge of IRD products.
- Murex curve configuration and assignments.
- Murex Generators configuration (indexes, instruments, market conventions)
- P&L, Market Data, pricing, reporting, valuation, and sensitivities.
- Market data management
- Trade lifecycle
- Market Risk knowledge is preferred.
Job Location: Montreal, QC
Work Model: Hybrid (twice a week in office)#J-18808-Ljbffr