Senior Murex Market Risk Engineer

Accenture; Kuala Lumpur; On-site; MYR 180,000 - 260,000; Full time

Job summary

Accenture in Kuala Lumpur is seeking a Senior Hadoop Developer with 6–9 years of experience in Murex Market Risk to support the configuration, analysis, enhancement, and maintenance of market risk functionalities.

You will collaborate with risk, technology, and business teams to implement and support Murex market risk solutions, including VaR, EWRS, sensitivities, stress testing, and MRA/MRE configuration.

Qualifications

• 6–9 years of hands-on experience with Murex, preferably in Market Risk.
• Strong knowledge of Value at Risk (VaR) and related risk metrics.
• Hands-on experience with EWRS and risk monitoring processes.
• Experience configuring MRA and MRE components.
• Good understanding of risk sensitivities, stress testing, and reporting.

Responsibilities

• Analyze, configure, and support Murex Market Risk functionalities and processes.
• Configure and maintain MRA and MRE components.
• Work on VaR calculations, methodologies, configurations, and reporting.
• Support EWRS configuration and related risk monitoring processes.
• Configure and analyze risk sensitivities and ensure accurate calculation and reporting.
• Support stress testing scenarios, configurations, and results analysis.
• Troubleshoot and resolve functional and technical issues within the Murex Market Risk platform.

Skills

Murex

Market Risk

VaR

EWRS

Sensitivities

Stress Testing

MRA/MRE configuration

SQL Server 2012

Windows Server 2012

Hadoop

Tools

SQL Server 2012

Windows Server 2012

Job description

Accenture in Kuala Lumpur is seeking a Senior Hadoop Developer with 6–9 years of experience in Murex Market Risk to support the configuration, analysis, enhancement, and maintenance of market risk functionalities.

You will collaborate with risk, technology, and business teams to implement and support Murex market risk solutions, including VaR, EWRS, sensitivities, stress testing, and MRA/MRE configuration.