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This job is for a Murex Market Risk Techno Functional Consultant involved in Murex VaR module development. You might like this job because it offers opportunities to collaborate across teams and build strong user relationships.
Undisclosed
CYBERJAYA, Kuala Lumpur
Job Description
- 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 stakeholders
- An independent worker with multi tasking capabilities
Job Requirements
- Experience in Murex Market Risk Domain VaR, Greeks, Sensitivities Stress testing, and attribution of Risk P L
- Understanding of Murex VaR module historical simulation, back testing, PL VaR
- Upgrade project in Risk domain
- Creating test cases Mx.3 version
- Experience in MRA
- Familiarity with MRE
- Good understanding of Murex VaR Data Model
- Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market
- Risk calculations
- Fluent in using simulations and viewers
- Nice to Have Skills
- MLC Collateral knowledge
Company Benefits
Optical coverage
Employees have access to claim for prescription glasses and contact lenses.
Employee assistance program
Employees have access to employee assistance on challenges related to work, family, relationships and finances.
Health screening program
Employees can enjoy the benefits of comprehensive health screening at any clinic of their choice.
Bonuses
Our bonus programs reward our people for their achievements and their contributions to our business.
Recognition awards
Our recognition program involves both monetary and non-monetary awards which can be endorsed by fellow colleagues.
Performance equity
Our leadership equity grants are awarded to recognize exceptional performance or a significant career milestone.
Additional Info
Company Activity
Last active - few hours ago
Experience Level
0 - 10 Years of Experience
Company Profile
