Murex Market Risk Developer

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

Job summary

Luxoft seeks an experienced Software Engineer to join our Malaysia technology centre, focusing on Murex Market Risk development and support. You will develop and enhance risk solutions, configure Murex modules, and support VaR, sensitivities, and stress testing.

You will collaborate with Risk, Treasury, Front Office, and Technology teams to deliver robust risk analytics and reporting. The role requires 3-5 years of Murex Market Risk experience, strong SQL, Java, and Python skills, and a solid

Qualifications

• 3-5 years of experience in Murex Market Risk development and support.
• Strong experience with Murex Market Risk platform.
• Hands-on experience with VaR (Value at Risk).
• Experience with Sensitivities and Stress Testing.
• Experience in MRA/MRE configuration.
• Experience with EWRS.
• Strong SQL development skills.
• Experience working with Oracle and/or SQL Server databases.
• Knowledge of Java and Python.
• Experience in Linux environments.
• Strong analytical and problem-solving skills.
• Experience supporting risk management and risk reporting processes.

Responsibilities

• Develop, enhance, and support Murex Market Risk solutions.
• Configure and maintain Murex Market Risk modules and risk calculations.
• Support VaR, sensitivities, stress testing, and risk reporting processes.
• Configure and maintain MRA/MRE components within Murex.
• Analyze business requirements and translate them into technical solutions.
• Develop and optimize SQL, Java, and Python-based solutions for risk analytics and reporting.
• Support risk data extraction, validation, reconciliation, and reporting processes.
• Perform impact analysis, unit testing, SIT, and production support activities.
• Troubleshoot production issues and perform root cause analysis.
• Collaborate with Risk, Treasury, Front Office, and Technology teams.
• Prepare technical documentation and support release activities.

Skills

Murex Market Risk

VaR

Sensitivities

Stress Testing

MRA/MRE

EWRS

SQL development

Oracle/SQL Server

Java

Python

Linux environments

Analytical

Risk reporting

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.

Responsibilities

• Develop, enhance, and support Murex Market Risk solutions.


• Configure and maintain Murex Market Risk modules and risk calculations.


• Support Value at Risk (VaR), sensitivities, stress testing, and risk reporting processes.


• Configure and maintain MRA/MRE components within Murex.


• Analyze business requirements and translate them into technical solutions.


• Develop and optimize SQL, Java, and Python-based solutions for risk analytics and reporting.


• Support risk data extraction, validation, reconciliation, and reporting processes.


• Perform impact analysis, unit testing, SIT, and production support activities.


• Troubleshoot production issues and perform root cause analysis.


• Collaborate with Risk, Treasury, Front Office, and Technology teams.


• Prepare technical documentation and support release activities.

SKILLS

Must have

• 3-5 years of experience in Murex Market Risk development and support.


• Strong experience with Murex Market Risk platform.


• Hands-on experience with VaR (Value at Risk).


• Experience with Sensitivities and Stress Testing.


• Experience in MRA/MRE configuration.


• Experience with EWRS.


• Strong SQL development skills.


• Experience working with Oracle and/or SQL Server databases.


• Knowledge of Java and Python.


• Experience in Linux environments.


• Strong analytical and problem-solving skills.


• Experience supporting risk management and risk reporting processes.

Nice to have

NA