Murex ERM Specialist
7 days ago
About Us
Sperton Global AS is a leading global bank with a strong presence in Singapore. We are committed to delivering exceptional service to our clients and providing opportunities for career growth and development.
Job Description
We are seeking an experienced Murex ERM specialist to join our team in Singapore. As a key member of our application development team, you will play a critical role in delivering system solutions for our business.
Responsibilities
- Develop and implement Murex VaR module solutions
- Collaborate with IT teams to deliver system solutions
- Build strong relationships with users and stakeholders
- Maintain a high level of independence and multitasking capabilities
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
Benefits
- Competitive salary and benefits package
- Ongoing training and development opportunities
- Opportunities for career growth and advancement
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