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Lead Murex Market Risk System Analyst

Luxoft Singapore

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.
This project is a great opportunity for the successful candidate to gain or extend in-depth knowledge on FRTB IMA.

Responsibilities

Business & Functional Analysis

Gather, analyse, and document business requirements related to Market Risk and Credit Risk systems.

Conduct impact assessments and feasibility studies for new initiatives and system enhancements.

Translate business requirements into detailed functional specifications.

Support solution design discussions with business and technical stakeholders.

Market Risk Analysis

Analyse and support Market Risk processes including:

Value at Risk (VaR)

Stress Testing

Sensitivity Analysis

Risk Exposure Reporting

Validate risk calculations and reporting outputs.

Credit Risk Analysis

Support Credit Risk solutions including:

Counterparty Credit Risk

Exposure Management

Limit Monitoring

Credit Risk Reporting

Analyse and validate risk data and business rules.

Murex Risk Platform Support

Work with Murex Risk modules covering:

Market Risk

Credit Risk

Support system enhancements, configuration changes, and issue resolution.

Coordinate with development teams during implementation and testing phases.

Data Analysis & Reporting

Perform data validation, reconciliation, and root cause analysis.

Develop and execute SQL queries for data analysis and reporting validation.

Support regulatory and management reporting requirements.

Testing & Release Support

Prepare test scenarios and test cases.

Support SIT, UAT, and regression testing activities.

Validate implemented solutions against business requirements.

Stakeholder Management

Collaborate with Risk, Treasury, Front Office, Operations, and Technology teams.

Provide functional clarifications and status updates.

Support issue resolution and change management processes.

Skills

Must have

More than 9 years of experience in Risk Systems Analysis

Strong hands-on experience with:

Murex Market Risk

Murex Credit Risk

Strong knowledge of:

VaR (Value at Risk)

EWRS

MLC

Credit Risk Management

Strong business knowledge of risk management processes and financial products

Experience in requirements gathering, impact analysis, and functional documentation

Strong SQL and data analysis skills

Experience supporting SIT, UAT, and production releases

Excellent stakeholder management and communication skills

Nice to have

NA

Other

Languages

English: C2 Proficient

Seniority

Regular

Vacancy posted 10 days ago
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