Job 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.

Responsibilities

• The candidate will be working on the client\'s FRTB SA/IMA project as a Murex Market Risk SME.
• This role is for the Global Markets Program - Risk Project implementation using Murex v3. The role is based in Singapore and requires interaction with users and stake holders in Singapore & overseas.
• Cooperation with bank\'s business stakeholders (FO, Risk) and technology stakeholders (other BA\'s, Developers from different teams) is key to success.
• Ability and willingness to drive conversations with stakeholders to ensure adequate understanding of the solution and alignment to requirements is an important part of the role.
• The role requires the successful candidate to gather requirements, work with the vendors and drive the testing with the end users to ensure a successful deployment of the project.

Skills

Must have

• Requires in-depth experience on Murex implementation of Market Risk / VAR.
• Requires good exposure to Market Risk (VAR) with at least experience in Basel 2.5 and ideally experience in implementing FRTB SA/IMA
• Good understanding of key market risk concepts (eg. traded products, VaR, stress testing, risk/limit management)
• Business domain knowledge of banking & trading book
• Highly effective communication with technical stakeholders, proficient communicating with non-technical stakeholders
• Good problem solving, analytical, synthesis, system thinking and solutioning skills

Nice to have

FRTB SA/IMA experience is highly regarded.
Experience on other Murex modules, especially FO, Datamart, EOD are valuable.

Languages

English: C1 Advanced

Seniority

Senior

Relocation package

If needed, we can help you with relocation process. .

Vacancy Specialization

Murex

Ref Number

VR-94779

Luxoft