Murex Market Risk Developer
LocationKuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia
Typefull-time
DepartmentNoresh
Company size1,001–5,000 people
PostedJul 30, 2026 · 2mo ago
Verified live19h ago
At a glanceSummarised by Seekless from the posting.
Design, develop, and support Murex Market Risk solutions
Configure and maintain MRA (Murex Risk Architecture) and MRE (Murex Risk Engine)
Implement and support Value at Risk (VaR) calculations
Configure and troubleshoot Risk Sensitivities (Delta, Gamma, Vega, Theta, Rho)
Develop and maintain Stress Testing scenarios and reports
Support Enterprise-Wide Risk System (EWRS) processes and integrations
Analyze and resolve Market Risk production issues
Develop SQL queries, stored procedures, and performance tuning
Develop automation scripts using Java and Python
Support deployments across Development, SIT, UAT, and Production environments
Work closely with Risk Analysts, Business Analysts, Traders, and Quantitative teams
Prepare technical documentation and support release activities
Skills
Murex
MRA
MRE
VaR
Oracle
SQL Server 2012
SQL
Java
Python
Linux
Windows Server 2012
Roles & Responsibilities
•
Design, develop, and support Murex Market Risk solutions.
•
Configure and maintain MRA (Murex Risk Architecture) and MRE (Murex Risk Engine).
•
Implement and support Value at Risk (VaR) calculations.
•
Configure and troubleshoot Risk Sensitivities (Delta, Gamma, Vega, Theta, Rho).
•
Develop and maintain Stress Testing scenarios and reports.
•
Support Enterprise-Wide Risk System (EWRS) processes and integrations.
•
Analyze and resolve Market Risk production issues.
•
Develop SQL queries, stored procedures, and performance tuning.
•
Develop automation scripts using Java and Python.
•
Support deployments across Development, SIT, UAT, and Production environments.
•
Work closely with Risk Analysts, Business Analysts, Traders, and Quantitative teams.
•
Prepare technical documentation and support release activities.
Mandatory Technical Skills
Murex
•
Murex Market Risk
•
MRA Configuration
•
MRE Configuration
•
VaR
•
Sensitivities
•
Stress Testing
•
Risk Reports
Database
•
Oracle
•
SQL Server 2012
•
SQL
Programming
•
Java
•
Python
Operating Systems
•
Linux
•
Windows Server 2012