Murex Risk System Analyst
at Luxoft
Singapore, Southeast, Singapore -
Start Date | Expiry Date | Salary | Posted On | Experience | Skills | Telecommute | Sponsor Visa |
---|---|---|---|---|---|---|---|
Immediate | 30 Jun, 2024 | Not Specified | 31 Mar, 2024 | 6 year(s) or above | Counterparty Risk,Finance,Simulations,Computer Science,Market Data | No | No |
Required Visa Status:
Citizen | GC |
US Citizen | Student Visa |
H1B | CPT |
OPT | H4 Spouse of H1B |
GC Green Card |
Employment Type:
Full Time | Part Time |
Permanent | Independent - 1099 |
Contract – W2 | C2H Independent |
C2H W2 | Contract – Corp 2 Corp |
Contract to Hire – Corp 2 Corp |
Description:
PROJECT DESCRIPTION
Our Customer is a Leading bank headquartered in Singapore implementing a front to back integrated platform for straight through processing and risk management.
This is a multi-year initiative where different projects run in concurrence across streams including: new product initiatives, new entity roll-outs and regulatory compliances.
The project you will be working on is a multi-year initiative looking to implement market-risk FRTB IMA for the customer by 2025.
This project is a great opportunity for the successful candidate to gain or extend in-depth knowledge on FRTB IMA.
SKILLS
Must have
- Above 6 years Experience working with MUREX
- Functional understanding of counterparty risk and pfe
- Experience in product pricing methodologies
- 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.
Strong Murex knowledge
Nice to have
- Bachelor’s or Masters degree in computer science, engineering or in Finance domain
- Related professional/technical qualification will be advantageous although not mandatory
Responsibilities:
- 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)
- Good understanding of key credit risk concepts (eg. traded products, counterparty risk, credit approval process, limit management, excess management)
- Strong technical knowledge specially in Murex domain
- Good business domain knowledge of banking & trading book
- Good understanding of datamart and 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
REQUIREMENT SUMMARY
Min:6.0Max:11.0 year(s)
Information Technology/IT
IT Software - Other
Finance
Graduate
Finance domain
Proficient
1
Singapore, Singapore