Murex Market Risk Consultant

Job Responsibilities:

• Developing and enhancing the Murex VaR module: You will design, code, test, and deploy software solutions to meet business requirements.
• Collaborating with IT teams: You will work with different IT teams, such as infrastructure, to integrate the Murex VaR module with existing systems.
• Managing stakeholders: Building relationships and managing expectations with users and stakeholders is important. You will communicate project progress, address concerns, and provide updates.
• Working independently: You should be able to work on your own, taking ownership of tasks, managing your workload, and delivering quality work within deadlines.
• Multitasking: You will likely have multiple tasks and projects to handle at the same time. Prioritizing tasks and meeting deadlines without compromising quality is essential.

Requirements:

• 5+ years of experience in Murex Market Risk, specifically in VaR, Greeks, Sensitivities, Stress-testing, and attribution of Risk P&L.
• Deep understanding of the Murex VaR module, including historical simulation, back testing, and PL VaR.
• Experience in major upgrade projects in the Risk domain.
• Ability to create test cases for Murex Mx.3 version.
• Familiarity with Murex Risk Analysis (MRA) and Murex Risk Engine (MRE).
• Good understanding of Murex VaR DataModel.
• Proficiency in using simulations and viewers for market risk calculations.

To apply, please click "APPLY NOW" or email Rebekah Kok at rebekah.kok@ambition.com.my quoting reference number #263902. Data provided is for recruitment purposes only. *LI-IT

Due to the volume of applications received, we regret to inform you that only shortlisted candidates will be notified.

If this job isn't quite right for you, but you know someone who would be great at this role, why not take advantage of our referral scheme? We offer MYR500 in shopping vouchers for every referred candidate who we place in a role. Terms & Conditions Apply. https://www.ambition.com.my/refer-a-friend