Lead Murex Market Risk System Analyst
Skills
About the role
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.
This project is a great opportunity for the successful candidate to gain or extend in-depth knowledge on FRTB IMA.
Responsibilities
Business & Functional Analysis
Gather, analyse, and document business requirements related to Market Risk and Credit Risk systems.
Conduct impact assessments and feasibility studies for new initiatives and system enhancements.
Translate business requirements into detailed functional specifications.
Support solution design discussions with business and technical stakeholders.
Market Risk Analysis
Analyse and support Market Risk processes including:
Value at Risk (VaR)
Stress Testing
Sensitivity Analysis
Risk Exposure Reporting
Validate risk calculations and reporting outputs.
Credit Risk Analysis
Support Credit Risk solutions including:
Counterparty Credit Risk
Exposure Management
Limit Monitoring
Credit Risk Reporting
Analyse and validate risk data and business rules.
Murex Risk Platform Support
Work with Murex Risk modules covering:
Market Risk
Credit Risk
Support system enhancements, configuration changes, and issue resolution.
Coordinate with development teams during implementation and testing phases.
Data Analysis & Reporting
Perform data validation, reconciliation, and root cause analysis.
Develop and execute SQL queries for data analysis and reporting validation.
Support regulatory and management reporting requirements.
Testing & Release Support
Prepare test scenarios and test cases.
Support SIT, UAT, and regression testing activities.
Validate implemented solutions against business requirements.
Stakeholder Management
Collaborate with Risk, Treasury, Front Office, Operations, and Technology teams.
Provide functional clarifications and status updates.
Support issue resolution and change management processes.
Skills
Must have
More than 9 years of experience in Risk Systems Analysis
Strong hands-on experience with:
Murex Market Risk
Murex Credit Risk
Strong knowledge of:
VaR (Value at Risk)
EWRS
MLC
Credit Risk Management
Strong business knowledge of risk management processes and financial products
Experience in requirements gathering, impact analysis, and functional documentation
Strong SQL and data analysis skills
Experience supporting SIT, UAT, and production releases
Excellent stakeholder management and communication skills
Nice to have
NA
Other
Languages
English: C2 Proficient
Seniority
Regular
Singapore, Singapore
Req. VR-123942
Murex ERM
BCM Industry
09/07/2026
Req. VR-123942
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