Murex Market Risk Engineer | VaR & Stress Testing

Hong Kong Unison Limited; Kuala Lumpur; On-site; MYR 180,000 - 280,000; Full time

Job summary

Hong Kong Unison Limited is seeking a skilled Murex risk engineer to design, implement, and support Murex Market Risk solutions in a dynamic team. You will configure MRA and MRE, perform VaR calculations, and work with EWRS integrations to support enterprise risk processes.

The role requires hands-on experience with risk sensitivities, stress testing, and developing automation scripts in Java and Python, plus strong SQL skills for reporting and tuning in a multi-environment setup.

Qualifications

• Experience in design and support of Murex Market Risk solutions.
• Configure MRA and MRE components and perform VaR calculations.
• Develop SQL queries and automate risk reporting.
• Experience with EWRS integrations and risk analysis.

Responsibilities

• Design, develop, and support Murex Market Risk solutions.
• Configure and maintain MRA (Murex Risk Architecture) and MRE (Murex Risk Engine).
• Implement and support VaR calculations.
• Configure and troubleshoot Risk Sensitivities (Delta, Gamma, Vega, Theta, Rho).
• Develop and maintain Stress Testing scenarios and reports.
• Support EWRS processes and integrations.
• Analyze and resolve Market Risk production issues.
• Develop SQL queries, stored procedures, and performance tuning.
• Develop automation scripts using Java and Python.
• Support deployments across Development, SIT, UAT, and Production environments.
• Work with Risk Analysts, Business Analysts, Traders, and Quantitative teams.
• Prepare technical documentation and support release activities.

Skills

Murex Market Risk

MRA Configuration

MRE Configuration

VaR Calculations

Risk Sensitivities

Stress Testing

EWRS

SQL Queries

Java

Python

Linux

Windows Server

Oracle

SQL Server

Murex Reports

Tools

Murex

Oracle

SQL Server

SQL

Job description

Hong Kong Unison Limited is seeking a skilled Murex risk engineer to design, implement, and support Murex Market Risk solutions in a dynamic team. You will configure MRA and MRE, perform VaR calculations, and work with EWRS integrations to support enterprise risk processes.

The role requires hands-on experience with risk sensitivities, stress testing, and developing automation scripts in Java and Python, plus strong SQL skills for reporting and tuning in a multi-environment setup.