Senior Murex Risk Developer

Project description Our Client a leading bank in Asia with a global network of more than 500 branches and offices in 19 countries and territories in Asia Pacific, Europe, and North America, are looking for Software Engineers. The Technology and Operations function is comprised of five teams of specialists with distinct capabilities: business partnership, technology, operations, risk governance, and planning support and services. They work closely together to harness the power of technology to support our physical and digital banking services and operations. This includes developing, centralising, and standardising technology systems as well as banking operations in Malaysia and overseas branches. The client has more than 80 years of history in the banking industry and is expanding its footprint in Malaysia. You will be working in a newly set-up technology centre located in Kuala Lumpur as part of Technology and Operations to deliver innovative financial technology solutions that enable business growth and technology transformation. Responsibilities 1. Murex Risk Development Develop, enhance, and support Murex Risk modules covering: - Market Risk - Credit Risk Implement risk calculation enhancements and risk analytics solutions. Support Murex risk engine configuration and optimization. 2. Market Risk Solutions Support and enhance: - Value at Risk (VaR) - Risk sensitivities - Stress testing - Scenario analysis Ensure accurate market risk calculations and reporting. 3. Credit Risk Solutions Support credit exposure and counterparty risk calculations. Work on credit risk monitoring, exposure aggregation, and risk reporting. Support MLC and Credit Risk related enhancements. 4. Risk Reporting & Data Analysis Develop and support risk reports and dashboards. Validate risk data and perform reconciliation activities. Support regulatory and internal risk reporting requirements. 5. Database & Technical Development Work with: - SQL Server 2012 Develop and optimize SQL queries for risk data extraction and validation. Support data analysis and troubleshooting activities. 6. Testing & Production Support Participate in SIT, UAT, and production deployment activities. Perform defect analysis, root cause investigation, and issue resolution. Ensure stability and performance of risk applications. 7. Stakeholder Collaboration Collaborate with Risk, Front Office, Product Control, and Technology teams. Translate business requirements into technical solutions. Provide technical documentation and knowledge transfer. SKILLS Must have 6-9 years of experience in Murex Risk development Strong hands-on experience in: - Murex Market Risk - Murex Credit Risk Strong knowledge of: - VaR (Value at Risk) - Risk analytics - Risk reporting Experience with: - EWRS - MLC - Credit Risk solutions Strong SQL skills Experience working with SQL Server Good understanding of financial products and trade lifecycle Experience in Investment Banking, Risk Management, or Treasury environments Strong analytical and problem-solving skills Strong stakeholder communication skills Ability to work independently in complex risk environments Strong understanding of risk management concepts and methodologies Nice to have NA