Murex/risk Developer/ Global Markets

7 days ago


Kuala Lumpur, Malaysia Avows Technologies Sdn Bhd Full time

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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