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
