Murex Risk System Analyst - Singapore - Luxoft

Luxoft

Verified Company

Singapore

2 weeks ago

Posted by:

Wei Jie

beBee Recruiter

Description

Singapore, Singapore

Murex ERM

BCM Industry

09/04/2024

Req. VR-104126

Project description:

Responsibilities:

This role is for the Global Markets Program

Risk Project implementation using Murex v

The role is based in Singapore and requires interaction with users and stake holders in Singapore & overseas.

Cooperation with bank's business stakeholders (FO, Risk) and technology stakeholders (other BA's, Developers from different teams) is key to success.

Ability and willingness to drive conversations with stakeholders to ensure adequate understanding of the solution and alignment to requirements is an important part of the role.

Skills:

Must have

6+ years of experience working with Murex

Functional understanding of counterparty risk and potential future exposure (PFE)

Experience in product pricing methodologies

Experience in VaR, MRA, MRE Configurations

Understanding of the model assignments, market data, Rate curves etc.

Understanding of simulations and datamart module

Strong technical & functional background.

Strong Murex knowledge Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management

Good understanding of key market risk concepts (eg. traded products, VaR, stress testing, risk/limit management)

Good understanding of key credit risk concepts (eg. traded products, counterparty risk, credit approval process, limit management, excess management)

Strong technical knowledge specially in Murex domain

Good business domain knowledge of banking & trading book

Good understanding of datamart and simulation module in GMP

Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders

Good problem solving, analytical, synthesis, system thinking and solutioning skills

Ability to identify, monitor and manage project risks, issues and dependencies, and agree appropriate solutions with sponsors and key stakeholders

Strong influencing skills to achieve alignment up and down the organization

Proven result-oriented person with a focus on delivery

Good understanding and experience in software development cycle

Nice to have

Bachelor's or Masters degree in computer science, engineering or in Finance domain

Related professional/technical qualification will be advantageous although not mandatory

Other:

Languages

English:
C1 Advanced

Seniority

Senior