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Murex Market Risk Analyst, Global Markets

3 weeks ago

Singapore D L RESOURCES PTE LTD Full time

1-2 years of 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 is required Familiarity with MRE is required. Good understanding of Murex VaR DataModel Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations Fluent in using simulations and viewers MLC & Collateral knowledge

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