Murex Var
2 weeks ago
Job Information
Work Experience
- 3+ yearsIndustry
- IT ServicesSalary
- 15000 MYRCity
- Kuala LumpurState/Province
- Wilayah Persekutuan Kuala LumpurCountry
- MalaysiaZip/Postal Code
- 59200- Experience (4-9 years)- Mandatory experience: Murex VaR module
Mandatory Skills Description:
- 4+ Years of experience in Murex Market risk Domain (VaR, Greeks, Sensitivities Stress-testing and attribution of Risk P&L)
- Deep understanding of Murex VaR module (historical simulation, back testing, PL VaR)
- Experience in major upgrade project in Risk domain.
- Experience in creating test cases Mx.3 version
- Experience in MRA is required
- Familiarity with MRE is required.
- Good understanding of Murex VaR DataModel
- Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations
- Fluent in using simulations and viewers
Nice-to-Have Skills:
- MLC & Collateral knowledge
**Responsibilities**:
- Work with different IT teams across infrastructure, and other divisions to deliver system solutions for the business.
- Build a strong relationship and manage expectations with users and stake holders.
- An independent worker with multi-tasking capabilities
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