Murex/risk Developer/ Global Markets
7 days ago
Job Requirements
- 3+ 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
Open to local / expat anywhere
**Job Type**: Contract
Contract length: 12 months
**Salary**: RM4,641.93 - RM9,500.00 per month
**Benefits**:
- Health insurance
- Professional development
Schedule:
- Monday to Friday
-
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