Murex/Risk System Analyst

uobgroup; Malaysia; On-site; MYR 180,000 - 240,000; Full time

Job summary

UOB Malaysia is seeking a senior SA lead in Market Risk to lead Murex VaR delivery across global branches, based in Malaysia. You will manage day-to-day SA stream activities, coordinate with IT, vendor, and stakeholders, and drive risk calculations and system enhancements.

Ideal candidate has 6-9 years' experience in Murex Market Risk, strong communication, and proven delivery track record in large-scale applications.

Qualifications

• Bachelor's degree in computer science, engineering or similar domain.
• 6-9 years of experience in Murex Market risk domain (VaR, Greeks, sensitivities, and P&L).
• Deep understanding of Murex VaR module (historical simulation, back testing, P&L VaR).
• Experience in major upgrade projects in Risk domain.
• Experience in communicating with functional and technical stakeholders.

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.
• Oversee SA pool and align team (including any system enhancements and upgrades) to meet project's requirements within allocated budget and schedule.
• Plan, monitor and manage risks/issues related to Functional delivery. Take ownership of any issues that may impact the delivery quality and timeline.
• Provide status update related to technical delivery to TDM/PM/ Program Manager.
• Own the delivery plan. Escalate issues that impacts project schedule on timely basis and propose workarounds/resolutions.
• Manage stakeholders throughout the duration of the role. Ensure project governance is adhered to, any changes are documented and approved.

Skills

Murex VaR

Market risk

Stakeholder management

Team leadership

Risk modeling

Communication

Education

Bachelor's degree in computer science, engineering or similar domain

Tools

Murex

VaR module

Job description

Company: 6255 UOB Innovation Hub 2 Sdn Bhd

About UOB

United Overseas Bank Limited (UOB) is a leading bank in ASEAN with a global network in Southeast Asia, Asia Pacific, Europe and North America. Operating through our head office in Singapore and banking subsidiaries in China, Indonesia, Malaysia, Thailand and Vietnam, we have a global network of about 430 branches and offices in 19 markets. At the heart of UOB is our culture, shaped by the UOB Way and anchored on our four values - Honourable, Enterprising, United and Committed. For more than 90 years, these values have guided how we do right by our customers, collaborate with one another and create long-term value for the communities we operate in. As One Bank, we are committed to helping our colleagues build sustainable careers grounded in purpose, supported by strong values, and enriched with meaningful opportunities to grow.

Job Description

Job Summary :

UOB Malaysia is looking for experienced candidates for the SA lead position under the Treasury team to support the bank's treasury division for the business with Commodities, Credit Derivatives, FX Derivatives, Interest Rate Derivatives, FX, Money Markets & Fixed Income products in Singapore, Thailand, Indonesia, Malaysia, China and its overseas branches across the globe. This is for Market Risk area. The role will require the person to lead and drive the day-to-day activities that are part of SA stream, working closely with various internal stakeholders, internal technology teams as well as the vendor. This role will be based in Malaysia. The ideal candidate should be a senior analyst with team management & stakeholder management skills with experience in trading/Risk system support/development.

What you are expected to do : ( Responsbilities )

• 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.
• Oversee SA pool and align team (including any system enhancements and upgrades) to meet project's requirements within allocated budget and schedule.
• Plan, monitor and manage risks/issues related to Functional delivery. Take ownership of any issues that may impact the delivery quality and timeline.
• Provide status update related to technical delivery to TDM/Project Manager (PM)/ Program Manager.
• Own the delivery plan. Escalate issues that impacts project schedule on timely basis and propose workarounds/resolutions. Follow up on the proposed solution and fix the problem.
• Manage stakeholders throughout the duration of the role. Ensure project governance is adhered to, any changes are documented and approved.

What qualifies you for the role ( Requirements )

Education

• Bachelor's degree in computer science, engineering or similar domain

• 6-9 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
• Strong business domain knowledge in Global Markets and Group Risk
• Experience in communicating with functional and technical stakeholders
• Experience in banking industry preferred
• Experience in implementing large-scale, highly available applications or another large project implementation
• Experience in service-oriented technologies
• Proven result-oriented person with a focus on delivery
• Experience in actual systems development work, with prior coding, functional specifications and technical specifications and systems development and testing experience
• Good understanding and experience in software development cycle
• Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
• Good problem solving, analytical, synthesis, system thinking and solutioning skills

Additional Requirements

• Develop, Engage, Execute, Strategise, University-Bachelor - Computer Science
• Be a Part of the UOB Family

UOB is an equal opportunity employer. UOB does not discriminate on the basis of a candidate's age, race, gender, color, religion, sexual orientation, physical or mental disability, or other non-merit factors. All employment decisions at UOB are based on business needs, job requirements and qualifications. If you require any assistance or accommodations to be made for the recruitment process, please inform us when you submit your online application.