Murex Credit Risk Analyst
Role Summary
The Murex Credit Risk Analyst will support the configuration and enhancement of counterparty credit risk capabilities within the Murex platform, including MLC configuration, PFE calculations, and regulatory risk frameworks. The role will ensure accurate credit exposure measurement and compliance with regulatory requirements.
Key Responsibilities
- Configure and support Murex Credit Risk modules
- Implement and maintain Potential Future Exposure (PFE) calculations
- Configure and maintain MLC (Murex Limit Controller) frameworks
- Support SIMM margin calculations and collateral risk management
- Configure risk measures and exposure calculations
- Integrate market data and credit data used for exposure calculations
- Support EOD processes and credit risk calculations
- Troubleshoot credit risk exposure calculation issues
- Support UAT testing for credit risk enhancements
- Provide BAU support and production issue resolution
Required Skills
- Strong experience with Murex Credit Risk configuration
- Expertise in MLC configuration
- Knowledge of PFE calculations
- Understanding of SIMM margin frameworks
- Knowledge of counterparty credit risk frameworks
- Experience supporting EOD processes and UAT testing
- Ability to troubleshoot credit risk calculation issues
Preferred Experience
- 510 years experience in Murex Credit Risk implementations
- Experience working with derivatives and structured products
PERSOL Singapore Pte Ltd RCB No. 200007268E
EA License No. 01C4394 EA Registration No. R1113321 (Jacob Tijo)
