# Murex Market Risk Developer

**Company:** [Unison Group](http://jobs.workable.com/companies/deKpPhPMtQZga7XoPG1tSo.md)
**Location:** Kuala Lumpur, Malaysia
**Workplace:** on site
**Employment type:** Full-time
**Department:** Noresh

[Apply for this job](http://jobs.workable.com/view/514ab571-efbe-43a0-9cd3-ef585a74937f)

## Description

### 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