Senior Application System Manager #IJW

Recruit Express Pte Ltd; Singapore; Vor Ort; SGD 120.000 - 160.000; Vollzeit

Zusammenfassung

Recruit Express Pte Ltd is seeking a seasoned Murex ERM consultant to join our FRTB implementation program. You will collaborate with infrastructure and business IT teams to deliver robust risk system solutions and manage stakeholder expectations.

The role requires deep Murex VaR expertise, experience with upgrade projects in risk, and strong test-case design capabilities. You will contribute to the overall market risk framework and data modeling efforts.

Qualifikationen

• 10+ years of experience in Murex market risk domain (VaR, Greeks, sensitivities, stress-testing and attribution of P&L).
• Deep understanding of Murex VaR module (historical simulation, back testing, P&L VaR).
• Experience in major upgrade projects 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.

Aufgaben

• As Murex ERM consultant, you will be part of application development in FRTB implementation project.
• Work with different IT teams across infrastructure, and other divisions to deliver system solutions for the business.
• Build a strong relationship and manage expectations with users and stake holders.
• Any other ad-hoc duties as assigned by supervisor.

Kenntnisse

Murex VaR

Greeks & sensitivities

Risk data modeling

Test case design

Murex MRA

Murex MRE

Historical simulation

Back testing

Tools

Murex

Jobbeschreibung

Responsibilities

• As Murex ERM consultant, you will be part of application development in FRTB implementation project
• Work with different IT teams across infrastructure, and other divisions to deliver system solutions for the business.
• Build a strong relationship and manage expectations with users and stake holders.
• Any other ad-hoc duties as assigned by supervisor

Requirements

• 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

We regret that only shortlisted candidates will be contacted.