Murex Market Risk Lead - Singapore - Luxoft Singapore

    Luxoft Singapore
    Luxoft Singapore Singapore

    1 week ago

    Description

    Project Description:

    One of our client (a leading bank of Singapore) is undertaking a strategic upgrade of its Murex MX.3 platform to enhance system resilience, support new product capabilities, and align with evolving regulatory and operational requirements.

    Responsibilities:

    • Prime role is to act as a Risk Consultant Lead for upgrade project across IT and the business
    • Lead the requirement understanding to design and implementation of the market risk module in Murex (VaR, sensitivities, stress testing, etc.)
    • Lead the delivery of market risk workstreams in implementation or upgrade projects.
    • Track and report on milestones, risks, and dependencies.
    • Work with different IT teams across infrastructure, and other divisions to deliver system solutions for the business.
    • Strong knowledge of market risk measures (VaR, sensitivities, stress tests)
    • Understanding of risk regulation and internal risk frameworks
    • Hands-on experience with Murex Market Risk modules (VAR cube, dynamic simulation, MxRisk)
    • Familiarity with financial products: IRD, FXD, EQD, CRD, Commodities
    • Build a strong relationship and manage expectations with users and stake holders.
    • Candidate is expected to be fully hands-on when managing his assigned tasks and while acquiring the necessary skills as expected of his role and responsibilities. An independent worker who can multi-tasks is a must have quality
    • It would involve Build, Test & Recon of Market Risk views, Stress Test Reports
    • Ensure timely delivery of all market risk configurations and documentation.

    Mandatory Skills Description:

    • 10+ years of experience in Murex Market Risk is required
    • Good knowledge on VaR, Stress testing, back testing.
    • Good knowledge and hands on experience on MRE ,MRA, ERM & Market data configuration , Debugging and development, scenario generation.
    • Good hands on experience on relevant technical skills (SQL, Shell Scripting, Python and Ant Scripts)
    • Hands-on business analysis role to analyse, process changes and functional requirements
    • Good technical background
    • Team player with good communication & inter-personal skills
    • Candidate must have strong verbal and written communication skills
    • Murex upgrade experience

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