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U
Unison GroupKuala Lumpur, Malaysia

Murex Market Risk Developer

Posted 2mo agoSoftware Engineer

At a glance

Posted
30 July 2026
Type
Full-time
Country
Malaysia
Skills named
java, linux, load testing, python, sql, sql server
Application form
Workable

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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