Murex Market Risk Consultant, Global Markets
UOB
- Kuala Lumpur
- Permanent
- Full-time
- As Murex ERM consultant, candidate will be part of application development team for Murex VaR module
- 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
- An independent worker with multi-tasking capabilities
- 3+ 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 Mx.3 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
- MLC & Collateral knowledge