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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


  • 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.

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