Murex Market Risk Analyst

This role is for the Global Markets Programme - Risk Project implementation using Murex v3. The role is based in Singapore and requires interaction with users and stake holders in Singapore & overseas.

The system analyst role is responsible for the delivery of strategic projects or tactical changes for the bank's treasury division. The focus is on the roll out of the Murex - Risk related deliveries for the bank and branches. The role requires the successful candidate to gather requirements, work with the vendors and drive the testing with the end users to ensure a successful deployment of the project.

• Responsibilities : Understand Murex MRA / MLC and Modules.
• Report / Datamart configuration and development using MRA views, LRB and conventional creation class
• PL SQL scripting, EOD processing (using Control M) and optimization of scripts
• Build a strong relationship and manage expectations with users and stake holders.
• Mandatory Skills : Market Risk

Murex Market Risk Limits (MRAL)

• Mandatory Skills Description :
• 3-6 years of experience with Murex
• Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management
• Good understanding of key market risk concepts (eg. traded products, VaR, stress testing, risk / limit management)
• Strong technical knowledge specially in Murex domain
• Good business domain knowledge of banking & trading book
• Good understanding of datamart and simulation module in GMP
• Track record in developing and delivering IT capabilities for a multi-national / regional company with annual budgetary responsibility
• Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
• Good problem solving, analytical, synthesis, system thinking and solutioning skills
• Ability to identify, monitor and manage project risks, issues and dependencies, and agree appropriate solutions with sponsors and key stakeholders
• Strong influencing skills to achieve alignment up and down the organization
• Experience in implementing large-scale, highly available applications or other large project implementation
• Proven result-oriented person with a focus on delivery
• Good understanding and experience in software development cycle
• Nice-to-Have Skills Description :
• Experience in VaR, MRA, MRE Configurations
• Understanding of the model assignments, Market data, Rate curves etc.
• Understanding of simulations and datamart module
• Strong technical & functional background.
• Bachelor's or Maters degree in computer science, engineering or in Finance domain
• Related professional / technical qualification will be advantageous although not mandatory