Market Risk Specialist
5 days ago
United Overseas Bank Limited (UOB) is a leading bank in Asia with a global network of more than 500 branches and offices in 19 countries and territories. Our history spans over 80 years, guided by our values – Honorable, Enterprising, United and Committed. We strive to do what is right, build for the future, work as one team and pursue long-term success.
Our Technology and Operations function comprises five teams with distinct capabilities: business partnership, technology, operations, risk governance and planning support and services. We 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 an application development team for the Murex VaR module.
- You will work 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.
- You will be an independent worker with multi-tasking capabilities.
Mandatory Skills Description:
- 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 Data Model.
- 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.
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