Market Risk SA
Core
Murex ERM consultant leading application development for the Murex VaR module within the UOB Innovation Hub2.
Role type
Senior IC Murex Market Risk Application Developer
Builds
Murex VaR module system solutions for the UOB Group
Domain
Banking / Global Markets Risk
Deliverable
production ML models | product features
Required skills
Murex VaR module expertise, Murex Risk Application (MRA), Murex Risk Engine (MRE), Greeks and sensitivities calculations, stress-testing, back testing, PL VaR, system upgrades, test case creation (Mx.3), software development lifecycle, functional and technical specifications
Preferred skills
Banking industry experience, large-scale application implementation, service-oriented technologies
Technologies
Murex, MRA, MRE, Mx.3
Responsibilities
Lead application development for Murex VaR module, manage SA pool and align team for project requirements, oversee functional delivery risks and issues, communicate status to project managers, manage stakeholders and project governance, own delivery plan and escalate schedule impacts
Seniority
Senior, hands-on IC
