Job Description, Responsibilities & Requirements
About the Position
We are seeking a Murex Market Risk Developer with 3-5 years of experience to join our team in Kuala Lumpur, Malaysia, focusing on risk management and reporting.
Responsibilities
- Develop, enhance, and support Murex Market Risk solutions.
- Configure and maintain Murex Market Risk modules and risk calculations.
- Support Value at Risk (VaR), sensitivities, stress testing, and risk reporting processes.
- Configure and maintain MRA/MRE components within Murex.
- Analyze business requirements and translate them into technical solutions.
- Develop and optimize SQL, Java, and Python-based solutions for risk analytics and reporting.
- Support risk data extraction, validation, reconciliation, and reporting processes.
- Perform impact analysis, unit testing, SIT, and production support activities.
- Troubleshoot production issues and perform root cause analysis.
- Collaborate with Risk, Treasury, Front Office, and Technology teams.
- Prepare technical documentation and support release activities.
Requirements
- 3-5 years of experience in Murex Market Risk development and support.
- Strong experience with Murex Market Risk platform.
- Hands-on experience with VaR (Value at Risk).
- Experience with Sensitivities and Stress Testing.
- Experience in MRA/MRE configuration.
- Experience with EWRS.
- Strong SQL development skills.
- Experience working with Oracle and/or SQL Server databases.
- Knowledge of Java and Python.
- Experience in Linux environments.
- Strong analytical and problem-solving skills.
- Experience supporting risk management and risk reporting processes.
Nice to Have
- Advanced proficiency in English.
We Offer
- Opportunity to work in a newly set-up technology center in Kuala Lumpur.
- Relocation friendly.
- Competitive compensation package.
About the Company
Our client is a leading bank in Asia with a global network of more than 500 branches and offices in 19 countries and territories in Asia Pacific, Europe, and North America. With more than 80 years of history in the banking industry, the client is expanding its footprint in Malaysia and is committed to delivering innovative financial technology solutions that enable business growth and technology transformation.