Demo
Our Customer is a Leading bank headquartered in Singapore implementing a front to back integrated platform for straight through processing and risk management.
This is a multi-year initiative where different projects run in concurrence across streams including: new product initiatives, new entity roll-outs and regulatory compliances.
The project you will be working on is a multi-year initiative looking to implement market-risk FRTB IMA for the customer by 2025.
This project is a great opportunity for the successful candidate to gain or extend in-depth knowledge on FRTB IMA and/or Murex market risk implementation.
Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management
Good understanding of key market risk concepts (eg. traded products, VaR, stress testing, risk/limit management)
Good understanding of key credit risk concepts (eg. traded products, counterparty risk, credit approval process, limit management, excess management)
Strong technical knowledge specially in Murex domain
Good business domain knowledge of banking & trading book
Good understanding of datamart and simulation module in GMP
Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
Good problem solving, analytical, synthesis, system thinking and solutioning skills
Ability to identify, monitor and manage project risks, issues and dependencies, and agree appropriate solutions with sponsors and key stakeholders
Strong influencing skills to achieve alignment up and down the organization
Experience in implementing large-scale, highly available applications or other large project implementation
Proven result-oriented person with a focus on delivery
Good understanding and experience in software development cycle
Must have
Required Skills
Experience working with MUREX
Functional understanding of counterparty risk and pfe
Experience in product pricing methodologies
Experience in VaR, MRA, MRE Configurations
Understanding of the model assignments, market data, Rate curves etc.
Understanding of simulations and datamart module
Strong technical & functional background.
Nice to have
Bachelor's or Masters degree in computer science, engineering or in Finance domain
Related professional/technical qualification will be advantageous although not mandatory
Languages
English: C2 Proficient
Seniority
Senior
Singapore, Singapore
Req. VR-105166
Murex ERM
BCM Industry
19/03/2025
Req. VR-105166
Singapore,
Full Time
Singapore,
Full Time
Singapore,
Full Time
Singapore,
Full Time
Luxoft, Singapore,
Luxoft, Singapore,