Murex VaR Consultant

2 days ago


Kuala Lumpur, Kuala Lumpur, Malaysia UOB Full time
What You Will Do

As a Murex ERM consultant, you will be responsible for developing the Murex VaR module. This involves working with different IT teams across infrastructure and other divisions to deliver system solutions for the business.

You will build strong relationships and manage expectations with users and stakeholders. Your responsibilities will also include being an independent worker with multi-tasking capabilities.

The ideal candidate will have 3+ Years of experience in Murex Market risk Domain (VaR, Greeks, Sensitivities, Stress-testing and attribution of Risk P&L). A deep understanding of Murex VaR module (historical simulation, back testing, PL VaR) is also essential.

In addition, experience in major upgrade project in Risk domain, experience in creating test cases Mx.3 version, experience in MRA, familiarity with MRE, good understanding of Murex VaR Data Model, deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations, and fluency in using simulations and viewers are mandatory skills.

Nice-to-Have Skills include MLC & Collateral knowledge.



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