SENIOR APPLICATION SYSTEM MANAGER

Responsibilities:

• As Murex ERM consultant, you will be part of application developmentin FRTB implementation project
• Work with different IT teams across infrastructure, and other divisions todeliver system solutions for the business.
• Build a strong relationship and manage expectations with users and stakeholders.
• Candidate is expected to be fully hands-on when managing his assigned tasksand while acquiring the necessary skills as expected of his role andresponsibilities. An independent worker who can multi-tasks is a must havequality

Mandatory Skills Description:

• 10+ Years of experience in Murex Market risk Domain (VaR, Greeks,Sensitivities Stress-testing and attribution of Risk P&L)
• Deep understanding of Murex VaR module (historical simulation, back testing,PL VaR
• Experience in major upgrade project in Risk domain.
• Experience in creating test cases in 2.11 and 3.1 version
• Experience in MRA is required
• Familiarity with MRE is required.
• Good understanding of Murex VaR DataModel
• Deep understanding of Greeks and sensitivities and trade attributes commonlyused for Market Risk calculations
• Fluent in using simulations and viewers

Nice-to-Have Skills Description:

• MLC & Collateral knowledge

Digital Disruption Pte. Ltd. is driving by the passion of becoming the industry leader in the innovation grounds. We provide the platform to the the skilled and creative minds and commited to take their career to multiple levels. Voyage continues in the delivery of excellence.