Murex Front Office Consultant, Global MarketsSperton Global AS • Kuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia
Murex Front Office Consultant, Global Markets
Sperton Global AS • Kuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia
30+ days ago
Job description3+ 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
About the Department
The Technology and Operations function is comprised of five teams of specialists with distinct capabilities : business partnership, technology, operations, risk governance and planning support and services. We work closely together to harness the power of technology to support our physical and digital banking services and operations. This includes developing, centralising and standardising technology systems as well as banking operations in Singapore and overseas branches.
Job Responsibilities
- 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
Job Requirements
Mandatory Skills Description :
Nice-to-Have Skills :
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Front Office • Kuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia
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