Senior Murex Analyst - GOM, Market Risk (VaR) Senior Murex Analyst - GOM, Market Risk (VaR) …

in Singapore, Singapore, Singapore
Permanent, Full time
Be the first to apply
in Singapore, Singapore, Singapore
Permanent, Full time
Be the first to apply
Senior Murex Analyst - GOM, Market Risk (VaR)
The candidate is expected to have an active participation in the following:
  1. Lead Delivery with ability to analyse and provide input to Functional, Technical and Systems specifications
  2. Review Design, development, testing, automation and optimization in areas of Architecture, GOM and Market Risk
  3. Conduct assessment, investigation, troubleshooting, reconciliation and verification throughout project lifecycle
  4. Undertake design re-assessment and code/configuration fixes where required
  5. Deliver artefacts according to SDLC requirements throughout project lifecycle, including post-implementation and supplementary documentations
  6. Contribute in preparation, handover, implementation and post-implementation activities
  7. Contribute in project task planning and reporting
  8. Contribute to the deliverables in other streams where required
  9. Work towards improving quality of delivery and increasing productivity
  10. Participate in proof-of-concept activities, effort assessment and implementation for new solutions
  11. Contribute to foster effective communications with peer project members and project stakeholders

Murex Analyst in Market Risk domain
  1. 6+ years of hands-on experience in Murex domain as Murex Analyst with in-depth experience in Murex Risk modules in MXG2000 and MX.3, including Trade/Position simulation, VaR, MRA and Risk Reporting
  2. Experienced in end-to-end functions, build, configurations, reports and batches to implement variation of market risk metrics, including VaR, Greeks, Stress-testing and Backtesting in both MXG2000 and MX.3
  3. Experienced in Murex datamart, simulation views, dynamic tables, feeders and batches
  4. Good understanding of PL-vector representations and statistical analysis, underlying settings and configurations in MRA/MRE for online viewing, analysis and reporting
  5. Good understanding of Murex 2.11 and MX.3 architecture/environments and working experience with data model relevant to VaR/Market risk analysis and reporting
  6. Good understanding of financial markets cash and derivative products and their representation in Murex
  7. Good understanding of trade lifecycle, market data, pricing/revaluation, generic/specific market scenarios and their applications
  8. Experienced in troubleshooting, reconciliation and investigation in the areas mentioned
  9. Experienced in working with Oracle PLSQL and Unix shells
  10. Experienced in SDLC life cycle compliance and delivery of SDLC artefacts
  11. Experienced in working with Business stakeholders and Technology partners