Senior Murex Market Risk Specialist (VaR/Greeks)

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

Job summary

UOB in Malaysia seeks an experienced Murex ERM consultant to join the InnoHub2 team. You will work on the Murex VaR module within a modular risk platform, collaborating with infrastructure and risk stakeholders to ensure timely delivery and quality.

The ideal candidate holds a Bachelor’s degree in a related field and 4+ years of Murex market risk experience, including VaR, Greeks, and data models, with proven test-case development and upgrade project exposure.

Qualifications

• Bachelor’s degree in computer science, engineering or similar domain.
• Professional/technical qualification in related field is advantageous but not mandatory.
• 4+ years of experience in Murex Market risk domain (VaR, Greeks, sensitivities, stress-testing, attribution of risk P&L).
• Deep understanding of Murex VaR module (historical simulation, back testing, PL VaR).
• Experience in major upgrade projects in Risk domain.
• Experience in creating test cases for Mx.3 version.
• Experience in MRA is required.
• Familiarity with MRE is required.
• Good understanding of Murex VaR DataModel.
• Strong knowledge of Greeks and sensitivities and trade attributes used in Market Risk calculations.

Responsibilities

• As Murex ERM consultant, you will be part of the application development team for the Murex VaR module.
• Collaborate with IT teams across infrastructure and other divisions to deliver system solutions for the business.
• Build strong relationships and manage expectations with users and stakeholders.
• Oversee SA pool and align team to meet project requirements within budget and schedule.
• Plan, monitor and manage risks/issues related to functional delivery; own issues affecting delivery quality and timeline.
• Provide status updates related to technical delivery to PM/Program Manager.
• Own the delivery plan and escalate issues impacting schedule; propose and follow up on workarounds/resolutions.
• Manage stakeholders throughout the role and ensure governance; document and approve changes.

Skills

Murex Expertise

Market Risk Domain

Stakeholder Communication

Delivery Focus

Systems Development Experience

Education

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

Professional/technical qualification advantageous

Tools

Mx.3

Murex VaR DataModel

MRA toolset

MRE toolset

Job description

UOB in Malaysia seeks an experienced Murex ERM consultant to join the InnoHub2 team. You will work on the Murex VaR module within a modular risk platform, collaborating with infrastructure and risk stakeholders to ensure timely delivery and quality.

The ideal candidate holds a Bachelor’s degree in a related field and 4+ years of Murex market risk experience, including VaR, Greeks, and data models, with proven test-case development and upgrade project exposure.