Job Description

Responsibilities

As Murex ERM consultant, you will be part of application development in FRTB implementation project
Work with different IT teams across infrastructure, and other divisions to deliver system solutions for the business.
Build a strong relationship and manage expectations with users and stake holders.
Any other ad-hoc duties as assigned by supervisor

Requirements

10+ Years of experience in Murex Market risk Domain (VaR, Greeks, Sensitivities Stress-testing and attribution of Risk P&L)
Deep understanding of Murex VaR module (historical simulation, back testing, PL VaR
Experience in major upgrade project in Risk domain.
Experience in creating test cases in 2.11 and 3.1 version
Experience in MRA is required
Familiarity with MRE is required.
Good understanding of Murex VaR DataModel
Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations

Interested applicants, please Email , and look for [Confidential Information]

John (Joax) Wong

Recruit Express Pte Ltd

EA License No. 99C4599

EA Personnel Registration Number: R23117179

We regret that only shortlisted candidates will be contacted.