Senior Murex ERM & FRTB Risk Systems Lead

DIGITAL DISRUPTION TECHNOLOGIES PTE. LTD.; Singapore; On-site; SGD 180,000 - 260,000; Full time

Job summary

DIGITAL DISRUPTION TECHNOLOGIES PTE. LTD. seeks an experienced Murex ERM consultant to join an FRTB implementation project. You will collaborate with multiple IT teams to deliver robust risk system solutions and manage stakeholder expectations. The role requires hands-on work and the ability to multitask effectively.

Ideal candidates have 10+ years in Murex market risk, deep VaR knowledge, and experience with Murex upgrades. Familiarity with MRA/MRE and VaR data models is highly valued.

Qualifications

• 10+ years of experience in Murex market risk domain (VaR, Greeks, sensitivities, stress-testing, attribution of 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 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 stakeholders.
• Candidate is expected to be fully hands-on when managing tasks and acquiring the necessary skills; independent worker who can multi-task is a must have quality

Skills

Murex Market Risk

VaR module understanding

Greeks and sensitivities

Murex DataModel

Simulation tools

MLC knowledge

Tools

Murex 2.11/3.1

Job description

DIGITAL DISRUPTION TECHNOLOGIES PTE. LTD. seeks an experienced Murex ERM consultant to join an FRTB implementation project. You will collaborate with multiple IT teams to deliver robust risk system solutions and manage stakeholder expectations. The role requires hands-on work and the ability to multitask effectively.

Ideal candidates have 10+ years in Murex market risk, deep VaR knowledge, and experience with Murex upgrades. Familiarity with MRA/MRE and VaR data models is highly valued.