Murex Market Risk Developer
Unison Group · Singapore · Not Specified
Quick Summary
- Implement and support market risk functionalities in Murex.
- Develop Market Risk MRE and MRA objects in Murex.
- Automate MRA scripting and aggregation processes.
Full Description
Job Description – Murex Market Risk Consultant
Key Responsibilities & Skills
• Hands-on experience in Murex Market Risk Management module.
• Proven track record in implementing and supporting market risk functionalities in Murex.
• Strong proficiency in SQL/Oracle (including stored procedures).
• Expertise in Unix Shell scripting.
• In-depth knowledge of Murex Market Risk Management concepts and configurations.
• Experience in Murex simulation views, formulae, and DataMart development.
• Hands-on experience with Market Risk module functionalities such as:
▪ Value-at-Risk (VaR)
▪ Sensitivities
▪ Stress Testing
▪ Back Testing
• Development of Market Risk MRE and MRA objects in Murex, including:
▪ Revaluation
▪ Raw and logical sources
▪ Aggregation views
▪ Node formula configuration
• Strong understanding of Market Risk configuration (e.g., static data, physical feeders).
• Proficiency in MRA scripting and automation, including ant-script development for aggregation automation, tagging, and housekeeping.