Senior Credit Risk System Analyst

Project description

Our customer - a leading bank headquartered in Singapore - is implementing a front to back integrated platform for straight through processing and risk management. This is a multi-year initiative where multiple implementation projects run in concurrence across streams including: new product initiatives, new entity roll-outs and regulatory compliances.

Responsibilities

• Analyze user requirements and design/development of internal build & business user reports
• Work will also include some development using UNIX shell scripts, SQL and other languages to automate the interfaces between Murex and other application systems.
• The candidate is expected to work closely, and communicate effectively and independently with project managers, business analysts and business users, as well as external vendors.

SKILLS

Must have

• 6 to 9 years of experience with Murex
• Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management
• Good understanding of Value at Risk (VaR), Historical Simulation, Stress Testing, Back Testing, usage of risk factor/market data for Scenario Generation
• Market and Credit Risk experience
• Prior MRE, MRA, MRB & MLC experience
• Database and SQL experience
• Strong technical knowledge especially in Murex domain
• Good business domain knowledge of banking & trading book
• Good understanding of datamart and simulation module in GMP
• Track record in developing and delivering IT capabilities for a multi-national/regional company with annual budgetary responsibility
• Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
• Good problem solving, analytical, synthesis, system thinking and solutioning skills
• Ability to identify, monitor and manage project risks, issues and dependencies, and agree appropriate solutions with sponsors and key stakeholders
• Strong influencing skills to achieve alignment up and down the organization
• Experience in implementing large-scale, highly available applications or other large project implementation
• Proven result-oriented person with a focus on delivery
• Good understanding and experience in software development cycle

Nice to have

NA