Information Technology Consultant

Responsibilities Support Market Risk enhancements and optimizations in the Murex platform Independently engage with end users to gather, clarify, and document business requirements Own and drive the implementation of Murex Market Risk configurations and optimizations Optimize existing risk methodologies and calculation formulas to improve performance and accuracy Conduct impact analysis and validation of Market Risk measures (e.g., VaR, PV01, CR01, PnL vectors) Drive functional validations for Market Risk metrics and coordinate testing with end users Troubleshoot, debug and resolve complex issues related to Market Risk computations Work closely with cross-functional teams including Risk, Front Office, and IT to ensure seamless integration of risk measures Contribute to process automation and continuous improvement of release cycles Skills/Requirement · 5+ years of experience in Murex Market Risk module · Deep expertise in Murex Market Risk Environment (MRE) module · Proven ability to develop, configure, and optimize Market Risk calculations independently · Experience in configuring and running risk computations including reval runs, normalized runs · Strong business stakeholder management skills, with experience in running risk measure validations · Deep understanding of asset classes including MM, Fixed Income, FX, and IR Derivatives · Extensive hands-on experience in Market Risk functional validations (e.g., Interest Rate VaR, Stress Testing) · Expertise in configuring and validating various Market Risk measures such as VaR, PV01, CR01, and PnL vectors · Strong analytical skills to explain differences in VaR results between Murex and other risk systems · Solid understanding of Oracle and/or SQL Server RDBMS, with strong SQL skills for data analysis and validation Interested candidates, who wish to apply for the above position, please send in your resume to: kellyitsg@persolapac.com PERSOL Singapore Pte Ltd EA License No. 01C4394 EA Reg No: R23118975 (ABDUL RAHMAN ANSARI RAJA) We regret to inform you that only shortlisted candidates will be contacted. ********************************** This is in partnership with Employment and Employability Institute Pte Ltd (“e2i”). e2i is the empowering network for workers and employers seeking employment and employability solutions. e2i serves as a bridge between workers and employers, connecting with workers to offer job security through job-matching, career guidance and skills upgrading services, and partnering employers to address their manpower needs through recruitment, training, and job redesign solutions. e2i is a tripartite initiative of the National Trades Union Congress set up to support nation-wide manpower and skills upgrading initiatives. By applying for this role, you consent to e2i’s PDPA. By sending us your personal data and curriculum vitae (CV), you are deemed to consent to PERSOL Singapore Pte Ltd and its affiliates to collect, use and disclose your personal data for the purposes set out in the Privacy Policy available at https://www.persolapac.com.sg/policies. You acknowledge that you have read, understood, and agree with the Privacy Policy. *********************************