Murex Market Risk System Analyst

Project Description

Our Customer is a leading bank headquartered in Singapore implementing a front-to-back integrated platform for straight-through processing and risk management. This is a multi-year initiative where different projects run in concurrence across streams including: new product initiatives, new entity roll-outs, and regulatory compliances. The project you will be working on is a multi-year initiative looking to implement market-risk FRTB IMA for the customer by 2025. This project is a great opportunity for the successful candidate to gain or extend in-depth knowledge on FRTB IMA and/or Murex market risk implementation.

Responsibilities

1. Manage and analyse business requirements into a solution design, managing user requirements workshops and formulation of an overall solution design, modelling transactions through the system to ensure that the business requirements are met.
2. Hands-on Techno-Functional role to analyse and propose solutions for business issues, process changes and functional requirements.
3. Work with different technology teams across infrastructure and other divisions to deliver system solutions for the business.
4. Collaborate with stakeholders on their priorities, needs, as well as system improvements.
5. Build a strong relationship and manage expectations with users and stakeholders.

Skills

Must have:

1. We are looking for a Senior System Analyst with 10-15 years of Market Risk experience, who can drive our project activities to completion.
2. Experience working in the financial industry with relevant experience in business analysis or in core Market Risk module and project implementation.
3. Candidate must have a thorough understanding of regulation on "Minimum requirement of Market Risk capital charge".
4. Murex experience or at least technical skills is a must.
5. Ability to drive and lead a team of SAs.
6. Strong ownership and accountability.
7. Strong team player with excellent communication & inter-personal skills.
8. Strong problem solver who can question and understand proposed solutions and business drivers.
9. Strong organizational and leadership skills.
10. Able to negotiate and influence stakeholders through knowledge of Market Risk subject matter.

Nice to have:

1. Previous experience in FRTB IMA / FRTB SA.
2. Previous experience on implementing Fundamental Review of Trading Book (FRTB SA and IMA) SIMM (Standard Initial Margining Model), xVA is preferred.
3. Margining, collateral or related credit risk methodologies.
4. Experience in managing and delivery of trading platforms for Treasury products on a global scale, integrated within the organization's treasury product systems.