Risk Management Consultant

3 days ago


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

About Sperton Global AS

Sperton Global AS is a leading provider of financial services, committed to delivering innovative solutions that meet the evolving needs of our clients.

Job Overview

We are seeking an experienced Murex ERM consultant 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.

Key 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

Required Skills and Qualifications

  • 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

Nice-to-Have Skills

  • MLC & Collateral knowledge

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