Project Description:

One of our client (a leading bank of Singapore) is undertaking a strategic upgrade of its Murex MX.3 platform to enhance system resilience, support new product capabilities, and align with evolving regulatory and operational requirements.

Responsibilities:

Prime role is to act as a Risk Consultant Lead for upgrade project across IT and the business
Lead the requirement understanding to design and implementation of the market risk module in Murex (VaR, sensitivities, stress testing, etc.)
Lead the delivery of market risk workstreams in implementation or upgrade projects.
Track and report on milestones, risks, and dependencies.
Work with different IT teams across infrastructure, and other divisions to deliver system solutions for the business.
Strong knowledge of market risk measures (VaR, sensitivities, stress tests)
Understanding of risk regulation and internal risk frameworks
Hands-on experience with Murex Market Risk modules (VAR cube, dynamic simulation, MxRisk)
Familiarity with financial products: IRD, FXD, EQD, CRD, Commodities
Build a strong relationship and manage expectations with users and stake holders.
Candidate is expected to be fully hands-on when managing his assigned tasks and while acquiring the necessary skills as expected of his role and responsibilities. An independent worker who can multi-tasks is a must have quality
It would involve Build, Test & Recon of Market Risk views, Stress Test Reports
Ensure timely delivery of all market risk configurations and documentation.

Mandatory Skills Description:

10+ years of experience in Murex Market Risk is required
Good knowledge on VaR, Stress testing, back testing.
Good knowledge and hands on experience on MRE ,MRA, ERM & Market data configuration , Debugging and development, scenario generation.
Good hands on experience on relevant technical skills (SQL, Shell Scripting, Python and Ant Scripts)
Hands-on business analysis role to analyse, process changes and functional requirements
Good technical background
Team player with good communication & inter-personal skills
Candidate must have strong verbal and written communication skills
Murex upgrade experience

Murex Market Risk Lead