Murex Market Risk Developer
- Work arrangement
- On-site
- Occupation
- Software & IT
- Location
- Kuala Lumpur, Federal Territory of Kuala Lumpur, MY
- Compensation
- Not disclosed
- Apply by
- April 14, 2027
About this role
<h3>Roles & Responsibilities</h3><ul>
<li>Design, develop, and support<strong>Murex Market Risk</strong>solutions.</li>
<li>Configure and maintain<strong>MRA (Murex Risk Architecture)</strong>and<strong>MRE (Murex Risk Engine)</strong>.</li>
<li>Implement and support<strong>Value at Risk (VaR)</strong>calculations.</li>
<li>Configure and troubleshoot<strong>Risk Sensitivities (Delta, Gamma, Vega, Theta, Rho)</strong>.</li>
<li>Develop and maintain<strong>Stress Testing</strong>scenarios and reports.</li>
<li>Support Enterprise-Wide Risk System (EWRS) processes and integrations.</li>
<li>Analyze and resolve Market Risk production issues.</li>
<li>Develop SQL queries, stored procedures, and performance tuning.</li>
<li>Develop automation scripts using Java and Python.</li>
<li>Support deployments across Development, SIT, UAT, and Production environments.</li>
<li>Work closely with Risk Analysts, Business Analysts, Traders, and Quantitative teams.</li>
<li>Prepare technical documentation and support release activities.</li>
</ul><h3>Mandatory Technical Skills</h3><h3>Murex</h3><ul>
<li>Murex Market Risk</li>
<li>MRA Configuration</li>
<li>MRE Configuration</li>
<li>VaR</li>
<li>Sensitivities</li>
<li>Stress Testing</li>
<li>Risk Reports</li>
</ul><h3>Database</h3><ul>
<li>Oracle</li>
<li>SQL Server 2012</li>
<li>SQL</li>
</ul><h3>Programming</h3><ul>
<li>Java</li>
<li>Python</li>
</ul><h3>Operating Systems</h3><ul>
<li>Linux</li>
<li>Windows Server 2012</li>
</ul>