Senior Application System Manager

DIGITAL DISRUPTION PTE. LTD.; Singapore; On-site; SGD 180,000 - 240,000; Full time

Benefits offered by this job

Collateral knowledge (MLC)

Job summary

Digital Disruption Pte. Ltd. invites an experienced Murex ERM consultant to join our FRTB implementation team in Singapore. You will be hands-on, interfacing with infrastructure and business IT teams to deliver robust risk system solutions and support critical decision making.

You bring 10+ years of Murex market risk experience, deep VaR knowledge, Greeks, and a proven track record of risk domain upgrades and test case design in Murex 2.11/3.1. Excellent stakeholder management is essential.

Qualifications

• 10+ years of experience in Murex Market risk domain (VaR, Greeks, Sensitivities, Stress-testing and attribution of Risk P&L)
• Deep understanding of Murex VaR module (historical simulation, back testing, PL VaR)
• Experience in major upgrade project in Risk domain.
• Experience in creating test cases in 2.11 and 3.1 version
• Experience in MRA is required
• Familiarity with MRE is required
• Good understanding of Murex VaR DataModel
• Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations
• Fluent in using simulations and viewers

Responsibilities

• As Murex ERM consultant, you will be part of application developmentin FRTB implementation project
• Work with different IT teams across infrastructure, and other divisions todeliver system solutions for the business.
• Build a strong relationship and manage expectations with users and stakeholders.
• Candidate is expected to be fully hands-on when managing his assigned tasksand while acquiring the necessary skills as expected of his role andresponsibilities. An independent worker that can multi-tasks is a must havequality

Skills

Murex ERM

VaR Modeling

Greeks

Stress Testing

Backtesting

Murex DataModel

Simulations

Viewers

MRA

MRE

Collateral Knowledge

Tools

Murex 2.11

Murex 3.1

Job description

Responsibilities:

• As Murex ERM consultant, you will be part of application developmentin FRTB implementation project


• Work with different IT teams across infrastructure, and other divisions todeliver system solutions for the business.


• Build a strong relationship and manage expectations with users and stakeholders.


• Candidate is expected to be fully hands-on when managing his assigned tasksand while acquiring the necessary skills as expected of his role andresponsibilities. An independent worker that can multi-tasks is a must havequality

Mandatory Skills Description:

• 10+ Years of experience in Murex Market risk Domain (VaR, Greeks,Sensitivities Stress-testing and attribution of Risk P&L)


• Deep understanding of Murex VaR module (historical simulation, back testing,PL VaR


• Experience in major upgrade project in Risk domain.


• Experience in creating test cases in 2.11 and 3.1 version


• Experience in MRA is required


• Familiarity with MRE is required.


• Good understanding of Murex VaR DataModel


• Deep understanding of Greeks and sensitivities and trade attributes commonlyused for Market Risk calculations


• Fluent in using simulations and viewers

Nice-to-Have Skills Description:

• MLC & Collateral knowledge