Murex Market Risk Specialist — VaR & Stress Testing

Unison Group; Kuala Lumpur; On-site; MYR 180,000 - 240,000; Full time

Job summary

Unison Group seeks a Murex Risk engineer to design, implement, and support Murex Market Risk solutions, including MRA and MRE configurations. You will work on VaR calculations, risk reports, and stress testing, collaborating with Risk Analysts, Traders, and Quants.

Responsibilities include deploying across Development, SIT, UAT, and Production, configuring risk sensitivities and automation scripts in Java and Python, and ensuring smooth EWRS integrations with Oracle/SQL Server databases.

Qualifications

• Experience with Murex Market Risk and configuring MRA/MRE modules.
• Hands-on experience in VaR calculations and risk reporting.
• Proficiency with SQL databases (Oracle/SQL Server) and scripting for automation.

Responsibilities

• Design, develop, and support Murex Market Risk solutions.
• Configure and maintain MRA and MRE.
• 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

Sensitivities

Stress Testing

Risk Reports

Tools

Oracle

SQL Server 2012

SQL

Job description

Unison Group seeks a Murex Risk engineer to design, implement, and support Murex Market Risk solutions, including MRA and MRE configurations. You will work on VaR calculations, risk reports, and stress testing, collaborating with Risk Analysts, Traders, and Quants.

Responsibilities include deploying across Development, SIT, UAT, and Production, configuring risk sensitivities and automation scripts in Java and Python, and ensuring smooth EWRS integrations with Oracle/SQL Server databases.