Murex Market Risk Analyst Consultant - Malaysia, Kuala Lumpur - Astek Malaysia Services Sdn Bhd

Description

** min 12 months contract and extendable

Responsibilities:

1. As Murex ERM consultant, candidate will be part of application development team for Murex VaR module
2. Work with different IT teams across infrastructure, and other divisions to deliver system solutions for the business.
3. Build a strong relationship and manage expectations with users and stake holders.
4. An independent worker with multi-tasking capabilities

Mandatory Skills Description:

• 4+ 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 Mx.3 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
• Fluent in using simulations and viewers

Nice-to-Have Skills:

• MLC & Collateral knowledge