- 5+ 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
- MLC & Collateral knowledge
Murex Market Risk Consultant, Global Markets - Kuala Lumpur, Malaysia - United Overseas Bank
Description
Murex Market Risk Consultant, Global Markets
Posting Date: 22-May-2023 Location:Kuala Lumpur, Wilayah Persekutuan, MY
Company: UOB Innovation Hub 2 Sdn. Bhd.About UOB
United Overseas Bank Limited (UOB) is a leading bank in Asia with a global network of more than 500 branches and offices in 19 countries and territories in Asia Pacific, Europe and North America. In Asia, we operate through our head office in Singapore and banking subsidiaries in China, Indonesia, Malaysia and Thailand, as well as branches and offices.
Our history spans more than 80 years. Over this time, we have been guided by our values — Honorable, Enterprising, United and Committed. This means we always strive to do what is right, build for the future, work as one team and pursue long-term success. It is how we work, consistently, be it towards the company, our colleagues or our customers.
UOB Innovation Hub 2 (InnoHub 2) is a newly set up technology centre located in Kuala Lumpur as part of UOB Group Technology and Operations to deliver innovative financial technology solutions that enable business growth and technology transformation.
About the Department
The Technology and Operations function is comprised of five teams of specialists with distinct capabilities: business partnership, technology, operations, risk governance and planning support and services. We work closely together to harness the power of technology to support our physical and digital banking services and operations. This includes developing, centralising and standardising technology systems as well as banking operations in Singapore and overseas branches.
Job Responsibilities
As Murex ERM consultant, candidate will be part of the application development team for Murex VaR module. You will be working with different IT teams across infrastructure, and other divisions to deliver system solutions for the business. You will be expected to build a strong relationships and manages expectations with the users and stake holders. The ideal candidates is an independent worker with multi-tasking capabilities.
Job Requirements
Nice-to-Have Skills: