Murex Market Risk Consultant

2 weeks ago


Kuala Lumpur, Kuala Lumpur, Malaysia Ambition Full time

Job details:

Posted 27 June 2023

SalaryNegotiable

LocationKuala Lumpur

Job type Permanent

DisciplineBanking & Financial Services

Reference263902_

**Job Responsibilities: - Developing and enhancing the Murex VaR module: You will design, code, test, and deploy software solutions to meet business requirements.

  • Collaborating with IT teams: You will work with different IT teams, such as infrastructure, to integrate the Murex VaR module with existing systems.
  • Managing stakeholders: Building relationships and managing expectations with users and stakeholders is important. You will communicate project progress, address concerns, and provide updates.
  • Working independently: You should be able to work on your own, taking ownership of tasks, managing your workload, and delivering quality work within deadlines.
  • Multitasking: You will likely have multiple tasks and projects to handle at the same time. Prioritizing tasks and meeting deadlines without compromising quality is essential.

Requirements:

  • 5+ years of experience in Murex Market Risk, specifically in VaR, Greeks, Sensitivities, Stresstesting, and attribution of Risk P&L.
  • Deep understanding of the Murex VaR module, including historical simulation, back testing, and PL VaR.
  • Experience in major upgrade projects in the Risk domain.
  • Ability to create test cases for Murex Mx.3 version.
  • Familiarity with Murex Risk Analysis (MRA) and Murex Risk Engine (MRE).
  • Good understanding of Murex VaR DataModel.
  • Proficiency in using simulations and viewers for market risk calculations.

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