Murex Market Risk Consultant

Cyberjaya, Selangor, Malaysia

Job Description


  • As Murex ERM consultant, candidate will be part of application development team for Murex VaR module
  • Work with different IT teams across infrastructure, and other divisions to deliver system solutions for the business
  • Build a strong relationship and manage expectations with users and stake holders.
  • An independent worker with multi-tasking capabilities
  • Responsible for end-to-end software development and support for all work transitioned from Group (which could be projects, quarterly change requests, L3 production fixes). This includes analysis and design to development, implementation, testing and support
  • Responsible for quality assurance of the team delivery in conformance to the software delivery methodology and tools
  • Partner closely with the Group domain team to plan and manage transitioned deliverables
Experience in Murex Market risk Domain (VaR, Greeks, Sensitivities Stress-testing and attribution of Risk P&L)

Deep understanding of Murex VaR module (historical simulation, back testing, PL VaR)

Experience in major upgrade project in Risk domain

Experience in creating test cases Mx.3 version

Experience in MRA

Familiarity with MRE

Good understanding of Murex VaR DataModel

Fluent in using simulations and viewers.

Technologies:

Murex

Oracle

SQL, Python, Linux

AIX, Solaris, Open systems

Equal Employment Opportunity Statement

All employment decisions shall be made without regard to age, race, creed, color, religion, sex, national origin, ancestry, disability status, veteran status, sexual orientation, gender identity or expression, genetic information, marital status, citizenship status or any other basis as protected by federal, state, or local law.

Job candidates will not be obligated to disclose sealed or expunged records of conviction or arrest as part of the hiring process.

Accenture is committed to providing veteran employment opportunities to our service men and women.

Accenture

Beware of fraud agents! do not pay money to get a job

MNCJobz.com will not be responsible for any payment made to a third-party. All Terms of Use are applicable.


Job Detail

  • Job Id
    JD965167
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Cyberjaya, Selangor, Malaysia
  • Education
    Not mentioned