Murex Front Office Consultant, Global Markets

Sperton Global AS; Kuala Lumpur; On-site; MYR 150,000 - 200,000; Full time

Job summary

Join a dynamic team as a Murex ERM consultant, where you'll leverage your expertise in Murex Market Risk to enhance banking operations. This role involves developing applications for the Murex VaR module, collaborating with various IT teams, and managing stakeholder expectations. You'll be at the forefront of technology and operations, directly impacting the efficiency of physical and digital banking services. If you thrive in a fast-paced environment and are passionate about risk management, this is the perfect opportunity to make a significant contribution in a forward-thinking organization.

Qualifications

• 3+ years in Murex Market Risk with focus on VaR and Greeks.
• Experience with Murex VaR module and major upgrade projects.

Responsibilities

• Develop applications for Murex VaR module as part of the team.
• Collaborate with IT teams to deliver system solutions.

Skills

Murex Market Risk Domain

VaR (Value at Risk)

Stress Testing

Greeks and Sensitivities

Independent Worker

Multi-tasking

Tools

Murex

Mx.3 version

Job description

About the Department

The Technology and Operations function is comprised of five teams of specialists with distinct capabilities: business partnership, technology, operations, risk governance and planning support and services. We work closely together to harness the power of technology to support our physical and digital banking services and operations. This includes developing, centralising and standardising technology systems as well as banking operations in Singapore and overseas branches.

Job Responsibilities

• As Murex ERM consultant, candidate will be part of application development team for 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 stake holders
• An independent worker with multi-tasking capabilities

Job 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 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