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.
Top Skills
Unison Consulting Singapore Office
1 Changi Business Park Crescent, , Plaza 8 #03-06 Tower A, Singapore, , Singapore, 486025
Unison Consulting Singapore Office
#12-00, 63 Market Street, Bank of Singapore Center, Singapore, , Singapore, 048942
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