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Murex Credit Risk Developer
Cyberjaya
Job No. 11288169
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 stake holders!
- An independent worker with multi-tasking capabilities
Qualifications
- 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
- Familiarity with MRE
- Good understanding of Murex VaR DataModel
- Fluent in using simulations and viewers.