Senior Murex Risk Analyst - Market & Credit Risk Expert

Luxoft; Kuala Lumpur; On-site; MYR 180,000 - 300,000; Full time

Job summary

Luxoft is hiring for a Senior Risk Systems Analyst in Kuala Lumpur to support a leading bank in Asia on the Global Markets Programme - Risk using Murex v3. You will gather requirements, analyze market and credit risk, and coordinate with risk, treasury, front office, and technology teams.

The role requires more than 9 years of experience in risk systems analysis, strong Murex experience, solid SQL/data analysis skills, and excellent stakeholder management and communication abilities.

Qualifications

• More than 9 years of experience in Risk Systems Analysis.
• Strong hands-on experience with Murex Market Risk and Murex Credit Risk.
• Strong knowledge of VaR, EWRS, MLC, Credit Risk Management.
• Strong business knowledge of risk management processes and financial products.
• Experience in requirements gathering, impact analysis, and functional documentation.
• Strong SQL and data analysis skills.
• Experience supporting SIT, UAT, and production releases.
• Excellent stakeholder management and communication skills.

Responsibilities

• Gather, analyse, and document business requirements related to Market Risk and Credit Risk systems.
• Conduct impact assessments and feasibility studies for new initiatives and system enhancements.
• Translate business requirements into detailed functional specifications.
• Support solution design discussions with business and technical stakeholders.
• Analyse and support Market Risk processes including VaR, stress testing, sensitivity analysis, risk reporting.
• Validate risk calculations and reporting outputs.
• Support Credit Risk solutions including counterparty risk, exposure, limits, and reporting.
• Coordinate with development teams during implementation and testing phases.
• Perform data validation, reconciliation, and root-cause analysis.
• Develop and execute SQL queries for data analysis and reporting validation.

Skills

Risk Systems Analysis

Murex Market Risk

Murex Credit Risk

VaR

SQL & Data Analysis

SIT/UAT

Stakeholder Management

Tools

Murex

Job description

Luxoft is hiring for a Senior Risk Systems Analyst in Kuala Lumpur to support a leading bank in Asia on the Global Markets Programme - Risk using Murex v3. You will gather requirements, analyze market and credit risk, and coordinate with risk, treasury, front office, and technology teams.

The role requires more than 9 years of experience in risk systems analysis, strong Murex experience, solid SQL/data analysis skills, and excellent stakeholder management and communication abilities.