Senior Risk System Analyst
Senior Risk System Analyst
Employer Active
Job Alert
You will be updated with latest job alerts via email
Share
Job Alert
You will be updated with latest job alerts via email
Not Disclosed
Salary Not Disclosed
1 Vacancy
Job Description
Why This Role
We are seeking a highly motivated Senior Risk Developer at Kuala Lumpur Malaysia to join our Risk & Data Science team within the Global Markets domain. In this role you will be responsible for supporting the development and enhancement of risk management solutions with a focus on Market Risk and Credit Risk using the Murex platform. The ideal candidate will have a solid understanding of financial risk concepts particularly Value at Risk (VaR) Extreme Value Risk Scenarios (EWRS) and Credit Risk metrics.
Key Responsibilities:
- Murex Risk Configuration: Assist in the configuration and management of the Murex platform ensuring it accurately models Market Risk and Credit Risk.
- Risk Calculation & Reporting: Help implement and maintain risk calculation methodologies focusing on VaR (Value at Risk) EWRS and Credit Risk metrics.
- Data Analysis: Work with large datasets and use SQL to extract manipulate and analyze financial data from SQL Server 2012 to support risk reporting.
- Risk Modeling: Assist in developing and maintaining risk models to assess potential losses and manage risk exposure.
- Collaboration with Stakeholders: Work closely with senior risk developers quantitative analysts and business stakeholders to understand requirements and deliver risk solutions that meet business needs.
- Support and Troubleshooting: Provide support for riskrelated applications and troubleshoot issues as they arise in the development and production environments.
- Documentation: Maintain accurate technical documentation related to risk models calculations and configurations.
Essential Skills and Qualifications:
1. MusttoHave:
* Experience: More than 9 years of experience in risk development or related roles with a focus on Market Risk and Credit Risk.
* Murex Platform: Handson experience with the Murex platform particularly in the context of risk management.
* Risk Management: Strong knowledge of financial risk concepts including VaR (Value at Risk) EWRS MLC (Market Liquidity Costs) and Credit Risk.
* SQL: Proficiency in SQL Server 2012 for querying data manipulation and risk reporting.
* Technical Skills: Experience in data analysis reporting tools and risk modeling techniques.
* Operating Systems: Familiarity with Windows 2012.
2. Goodtohave:
* Communication: Strong verbal and written communication skills for interacting with both technical teams and business stakeholders.
* ProblemSolving: Analytical mindset with the ability to solve complex problems and troubleshoot issues efficiently.
* Knowledge of additional risk management software and platforms.
* Familiarity with other database systems such as Oracle or PostgreSQL.
* Experience in quantitative finance or financial modeling.
About Sperton:
Sperton is part of Sperton Global a recruitment and consulting company with an international reach. We are committed to helping our clients achieve success in their hiring processes finding the right people for the right positions.
Employment Type
Full Time
