Murex Risk System Analyst L2 - Alor Setar, Malaysia - Nityo Infotech

Description

•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 quantitative skills on Pricing and valuation and Risk Calculation and Attribution
•Strong technical knowledge specially in Murex domain
•Good business domain knowledge of Banking & Trading book PL components and differences between how Trading book is managed vs Banking Book
•Python programming and Hadoop skills are very good-to have for the successful candidate.
•Good understanding of Reporting engine (Datamart ) and Risk Engine (Simulation module) in GMP
•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 Preferred Requirements:
•Experience working with MUREX
•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. Education:
•Bachelor's or Master's degree in Computer science/ Quantitative Finance or in Finance domain
•Related professional/technical qualification (CFA / CQF for will be advantageous although not mandatory

Experience Required

3 - 5 Years

Industry Type

IT

Employment Type

Contract

Location

Malaysia