Murex Market Risk Developer
Unison Group
| Company | Unison Group |
| Category | Uncategorised |
| Location | Kuala Lumpur |
| Remote | On-site (inferred) |
| Employment | Full-time |
| Level | Not stated |
| Salary | Not stated by the employer |
| Posted | 30 Jul 2026 |
| Last verified | 6 Aug 2026 |
| Source | Employer ATS (workable) |
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