jobs in Unison Group

全职 Murex Market Risk Developer 工作, 薪水, Unison Group Federal Territory 公司招聘中 - Ricebowl

Murex Market Risk Developer

Unison Group

Undisclosed

全职

KL City, Federal Territory

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工作地点

  • Kuala Lumpur Federal Territory Malaysia

职位描述

岗位职责

Roles & Responsibilities

  • Design, develop, and support Murex Market Risk solutions.
  • Configure and maintain MRA (Murex Risk Architecture) and MRE (Murex Risk Engine).
  • Implement and support Value at Risk (VaR) calculations.
  • Configure and troubleshoot Risk Sensitivities (Delta, Gamma, Vega, Theta, Rho).
  • Develop and maintain Stress Testing scenarios and reports.
  • Support Enterprise-Wide Risk System (EWRS) processes and integrations.
  • Analyze and resolve Market Risk production issues.
  • Develop SQL queries, stored procedures, and performance tuning.
  • Develop automation scripts using Java and Python.
  • Support deployments across Development, SIT, UAT, and Production environments.
  • Work closely with Risk Analysts, Business Analysts, Traders, and Quantitative teams.
  • Prepare technical documentation and support release activities.

Mandatory Technical Skills

Murex

  • Murex Market Risk
  • MRA Configuration
  • MRE Configuration
  • VaR
  • Sensitivities
  • Stress Testing
  • Risk Reports

Database

  • Oracle
  • SQL Server 2012
  • SQL

Programming

  • Java
  • Python

Operating Systems

  • Linux
  • Windows Server 2012

重要安全守则

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