Market Risk Expert

3 days ago


Kuala Lumpur, Kuala Lumpur, Malaysia Sperton Global AS Full time

About the Department

The Technology and Operations function at Sperton Global AS is comprised of five teams of specialists with distinct capabilities. We work closely together to harness the power of technology to support our physical and digital banking services and operations.

Job Responsibilities

  • As Murex ERM consultant, you will be part of the application development team for the Murex VaR module
  • 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 stakeholders
  • An independent worker with multi-tasking capabilities

Job Requirements

  • Minimum 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

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