Market Risk Specialist

5 days ago


Kuala Lumpur, Kuala Lumpur, Malaysia UOB Full time
About UOB

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.
Requirements

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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