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Global Market-Murex/Risk Developer

Cyberjaya Job No. 12106864 Temporary - On-Site
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Job Description

This role involves being a part of the application development team for Murex's VaR module, collaborating with various IT teams to deliver system solutions, and managing relationships with users and stakeholders effectively. The ideal candidate is independent and capable of multitasking.

  • Work on Murex VaR module development within the Market Risk domain.

  • Collaborate with IT teams across infrastructure and divisions to deliver system solutions.

  • Foster strong relationships and manage expectations with users and stakeholders.

  • Demonstrate independence and multitasking abilities in work.

Qualifications

  • 3+ years of experience in Murex Market Risk Domain, including VaR, Greeks, Sensitivities Stress-testing, and attribution of Risk P&L.

  • Deep understanding of Murex VaR module functionalities, including historical simulation, backtesting, and PL VaR.

  • Experience in major upgrade projects in the Risk domain and creating test cases for Mx.3 version.

  • Proficiency in MRA and familiarity with MRE.

  • Good understanding of Murex VaR DataModel, Greeks, sensitivities, and trade attributes for Market Risk calculations.

  • Fluent in using simulations and viewers for analysis.

 

Nice-to-Have Skills:

  • Knowledge of MLC & Collateral

All employment decisions shall be made without regard to age, race, creed, color, religion, sex, national origin, ancestry, disability status, veteran status, sexual orientation, gender identity or expression, genetic information, marital status, citizenship status or any other basis as protected by federal, state, or local law.

 

Job candidates will not be obligated to disclose sealed or expunged records of conviction or arrest as part of the hiring process.

 

Accenture is committed to providing veteran employment opportunities to our service men and women.

 

Please read Accenture’s Recruiting and Hiring Statement for more information on how we process your data during the Recruiting and Hiring process.

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