Murex Market Risk Lead - FRTB IMA Expert

LUXOFT INFORMATION TECHNOLOGY (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Luxoft Information Technology (Singapore) PTE. LTD. in Singapore seeks a senior risk systems analyst to gather, analyze, and document requirements for Market Risk and Credit Risk platforms. The role covers VaR, stress testing, and regulatory reporting within a multi-year implementation with Murex Risk modules.

You will coordinate with Risk, Treasury, Front Office, Operations, and Technology teams, perform data analysis with SQL, support SIT/UAT, and ensure successful production releases.

Qualifications

• More than 7 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, and Credit Risk Management.
• Experience in requirements gathering, impact analysis, and functional documentation.
• Excellent stakeholder management and communication skills.

Responsibilities

• Gather, analyse, and document business requirements for 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 and support solution design discussions.
• Analyze Market Risk processes including VaR, Stress Testing, and Risk Exposure Reporting.
• Support Credit Risk solutions including Counterparty Risk, Exposure Management, and Limit Monitoring.
• Work with Murex Risk modules across Market and Credit Risk; coordinate with development teams during implementation and testing phases.
• Perform data validation, SQL queries, and support regulatory and management reporting requirements.
• Coordinate SIT/UAT and production releases; provide status updates to stakeholders.

Skills

Risk Systems Analysis

Murex Market Risk

Murex Credit Risk

VaR

EWRS

MLC

Credit Risk Management

Requirements gathering

Impact analysis

Functional documentation

SQL

Data analysis

SIT/UAT support

Stakeholder management

Communication skills

Tools

Murex Risk

Job description

Luxoft Information Technology (Singapore) PTE. LTD. in Singapore seeks a senior risk systems analyst to gather, analyze, and document requirements for Market Risk and Credit Risk platforms. The role covers VaR, stress testing, and regulatory reporting within a multi-year implementation with Murex Risk modules.

You will coordinate with Risk, Treasury, Front Office, Operations, and Technology teams, perform data analysis with SQL, support SIT/UAT, and ensure successful production releases.