Lead Murex Risk System Analyst

Luxoft; Kuala Lumpur; On-site; MYR 180,000 - 300,000; Full time

Job summary

Luxoft is hiring for a Senior Risk Systems Analyst in Kuala Lumpur to support a leading bank in Asia on the Global Markets Programme - Risk using Murex v3. You will gather requirements, analyze market and credit risk, and coordinate with risk, treasury, front office, and technology teams.

The role requires more than 9 years of experience in risk systems analysis, strong Murex experience, solid SQL/data analysis skills, and excellent stakeholder management and communication abilities.

Qualifications

• More than 9 years of experience in Risk Systems Analysis.
• Strong hands-on experience with Murex Market Risk and Murex Credit Risk.
• Strong knowledge of VaR, EWRS, MLC, Credit Risk Management.
• Strong business knowledge of risk management processes and financial products.
• Experience in requirements gathering, impact analysis, and functional documentation.
• Strong SQL and data analysis skills.
• Experience supporting SIT, UAT, and production releases.
• Excellent stakeholder management and communication skills.

Responsibilities

• Gather, analyse, and document business requirements related to Market Risk and Credit Risk systems.
• Conduct impact assessments and feasibility studies for new initiatives and system enhancements.
• Translate business requirements into detailed functional specifications.
• Support solution design discussions with business and technical stakeholders.
• Analyse and support Market Risk processes including VaR, stress testing, sensitivity analysis, risk reporting.
• Validate risk calculations and reporting outputs.
• Support Credit Risk solutions including counterparty risk, exposure, limits, and reporting.
• Coordinate with development teams during implementation and testing phases.
• Perform data validation, reconciliation, and root-cause analysis.
• Develop and execute SQL queries for data analysis and reporting validation.

Skills

Risk Systems Analysis

Murex Market Risk

Murex Credit Risk

VaR

SQL & Data Analysis

SIT/UAT

Stakeholder Management

Tools

Murex

Job description

Project description

Our Client a leading bank in Asia with a global network of more than 500 branches and offices in 19 countries and territories in Asia Pacific, Europe, and North America, are looking for Software Engineers.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. They 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 Malaysia and overseas branches.The client has more than 80 years of history in the banking industry and is expanding its footprint in Malaysia.You will be working in a newly set-up technology centre located in Kuala Lumpur as part of Technology and Operations to deliver innovative financial technology solutions that enable business growth and technology transformation.This role is for the Global Markets Programme - Risk Project implementation using Murex v3. The role is based in Kuala Lumpur and requires interaction with users and stakeholders in Malaysia, Singapore & overseas..

Responsibilities

• 1. Business & Functional Analysis
• Gather, analyse, and document business requirements related to Market Risk and Credit Risk systems.
• Conduct impact assessments and feasibility studies for new initiatives and system enhancements.
• Translate business requirements into detailed functional specifications.
• Support solution design discussions with business and technical stakeholders.2. Market Risk Analysis
• Analyse and support Market Risk processes including:- Value at Risk (VaR)- Stress Testing- Sensitivity Analysis- Risk Exposure Reporting
• Validate risk calculations and reporting outputs.3. Credit Risk Analysis
• Support Credit Risk solutions including:- Counterparty Credit Risk- Exposure Management- Limit Monitoring- Credit Risk Reporting
• Analyse and validate risk data and business rules.4. Murex Risk Platform Support
• Work with Murex Risk modules covering:- Market Risk- Credit Risk
• Support system enhancements, configuration changes, and issue resolution.
• Coordinate with development teams during implementation and testing phases.5. Data Analysis & Reporting
• Perform data validation, reconciliation, and root cause analysis.
• Develop and execute SQL queries for data analysis and reporting validation.
• Support regulatory and management reporting requirements.6. Testing & Release Support
• Prepare test scenarios and test cases.
• Support SIT, UAT, and regression testing activities.
• Validate implemented solutions against business requirements.7. Stakeholder Management
• Collaborate with Risk, Treasury, Front Office, Operations, and Technology teams.
• Provide functional clarifications and status updates.
• Support issue resolution and change management processes.

SKILLS

Must have

• More than 9 years of experience in Risk Systems Analysis
• Strong hands-on experience with:- Murex Market Risk- Murex Credit Risk
• Strong knowledge of:- VaR (Value at Risk)- EWRS- MLC- Credit Risk Management
• Strong business knowledge of risk management processes and financial products
• Experience in requirements gathering, impact analysis, and functional documentation
• Strong SQL and data analysis skills
• Experience supporting SIT, UAT, and production releases
• Excellent stakeholder management and communication skills

Nice to have

NA