Senior Risk System Analyst

Why This Role?

We are seeking a highly motivated Senior Risk Developer at Kuala Lumpur, Malaysia to join our Risk & Data Science team within the Global Markets domain. In this role, you will be responsible for supporting the development and enhancement of risk management solutions, with a focus on Market Risk and Credit Risk using the Murex platform. The ideal candidate will have a solid understanding of financial risk concepts, particularly Value at Risk (VaR), Extreme Value Risk Scenarios (EWRS), and Credit Risk metrics.

Key Responsibilities:

• Murex Risk Configuration: Assist in the configuration and management of the Murex platform, ensuring it accurately models Market Risk and Credit Risk.
• Risk Calculation & Reporting: Help implement and maintain risk calculation methodologies, focusing on VaR (Value at Risk), EWRS, and Credit Risk metrics.
• Data Analysis: Work with large datasets and use SQL to extract, manipulate, and analyze financial data from SQL Server 2012 to support risk reporting.
• Risk Modeling: Assist in developing and maintaining risk models to assess potential losses and manage risk exposure.
• Collaboration with Stakeholders: Work closely with senior risk developers, quantitative analysts, and business stakeholders to understand requirements and deliver risk solutions that meet business needs.
• Support and Troubleshooting: Provide support for risk-related applications and troubleshoot issues as they arise in the development and production environments.
• Documentation: Maintain accurate technical documentation related to risk models, calculations, and configurations.

Essential Skills and Qualifications:

1. Must-to-Have:

• Experience: More than 9 years of experience in risk development or related roles, with a focus on Market Risk and Credit Risk.
• Murex Platform: Hands-on experience with the Murex platform, particularly in the context of risk management.
• Risk Management: Strong knowledge of financial risk concepts, including VaR (Value at Risk), EWRS, MLC (Market Liquidity Costs), and Credit Risk.
• SQL: Proficiency in SQL Server 2012 for querying, data manipulation, and risk reporting.
• Technical Skills: Experience in data analysis, reporting tools, and risk modeling techniques.
• Operating Systems: Familiarity with Windows 2012.

2. Good-to-have:

• Communication: Strong verbal and written communication skills for interacting with both technical teams and business stakeholders.
• Problem-Solving: Analytical mindset with the ability to solve complex problems and troubleshoot issues efficiently.
• Knowledge of additional risk management software and platforms.
• Familiarity with other database systems such as Oracle or PostgreSQL.
• Experience in quantitative finance or financial modeling.

About Sperton:

Sperton _____ is part of Sperton Global, a recruitment and consulting company with an international reach. We are committed to helping our clients achieve success in their hiring processes, finding the right people for the right positions.