Senior Application Consultant

at  BLACK SWAN GROUP PTE LTD

The Bank in Singapore is looking for an experienced Murex System Analyst for the core Treasury IT team to support the bank’s treasury division for the business with Commodities, Credit Derivatives, FXD, IRD, FX, MM, Fixed Income products in Singapore, Thailand, Indonesia, Malaysia, China and its overseas branches across the globe.
This role is for the Global Markets Programme - Risk Project implementation using Murex v3. The role is based in Kuala Lumpur and requires interaction with users and stakeholders in Malaysia, Singapore & overseas.

MANDATORY SKILLS:

• 5-7 years of experience in Murex Middle office and Risk modules of Mx 3.3 platform
• Proven experience of working on scalable, resilient transaction processing systems in the Financial markets
• A strong analytical and logical approach to problem solving and system development.
• Very strong knowledge and exposure to all asset classes
• Strong exposure of trade lifecycle across front office, middle office and back office tiers.
• Detailed knowledge of Murex Front/Middle office and Risk modules.
• Responsible for doing Requirement Analysis in MiddleOffice space for various asset classes.
• Ability to analyze and understand product requirements and offer solutions and support to facilitate the rollouts.
• Work closely with Middle Office business to gather requirements in VaR modules, MRAL reporting, FRTB computation and reporting in Murex system.
• Be responsible for understanding the business needs, identifying business solutions and validating the pros and cons of technical solution options.
• Ability to prepare the test cases based on user requirements and take the lead/assist in test execution and obtain business user signoffs.
• Experience with Simulation views configuration for PnL and Risk views and Front Office related modules.

NICE-TO-HAVE SKILLS:

• Experience in Value at Risk (VaR) modules, Scenario generation, Historical VaR, Stress-testing, backtesting and PnL reporting is an advantage.
• Experience in MRAL reports, FRTB Risk Charge computation and reporting and SIMM Initial margin computation and reporting is an added advantage.
• Exposure to Murex 3.3 Architecture is an added advantage.
• Knowledge in Regulatory reporting will be added advantage

• Analyse user requirements and assist in test execution.
• Work will also include preparing the functional specifications, work closely with dev team to clarify on functional changes, prepare test cases and executing it (eg: deal booking, performing events as per user requirements in SIT, UAT).
• The candidate is expected to work closely, and communicate effectively and independently with project managers, developers and business users, as well as external vendors.