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Murex Market Risk Techno Functional Consultant

Cyberjaya Job No. 11288034 Full-time

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


  • 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 knowledg

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