Murex Engineer - Front Office & Risk Application

About the role

OCBC, Singapore's longest-established bank, is looking for a Murex Engineer to work on software applications in the front office and credit and market risk areas. The engineer works closely with cross-functional teams to understand business requirements, design and develop applications and ensure integration with existing systems.

Required profile

• Minimum 8 years of experience in front office or risk development in Murex.
• Relevant experience and domain knowledge of Murex front office and collateral management.
• Ability to work independently, with decent written and oral communication skills.
• Hands-on knowledge of Murex migration or implementation projects in credit and market risk (e.g. PFE, CRE, VaR, SIMM, FRTB) is a value add.

Required skills

• Expertise in Murex and MLC covering MSL pre-trade, credit and market risk, integration and reporting.
• Pre-trade (MSL) strategy and enhancements; e-tradepad deal booking, pricing patterns and booking types; dealing format integration.
• Trade event lifecycle, end-of-day processes and GOM, STP rights, navigation templates, dynamic tables and reporting.
• Credit and market risk configurations, MLC formulas and functions, CRE/PFE methodology, VaR, SIMM, FRTB, stress and backtesting.
• MLC end-of-day concepts, live engine, real-time feeds and MLC EOD job development.
• MRA/MRE, batch strategy, performance optimisation, ISDA netting, GMRA, GMSLA and margin agreement/dispute process.
• MLC report development (LRB, LTS), Oracle SQL and stored procedures, concentration limits.
• Murex risk architecture, interface testing, change documentation.
• Tools: Control, Jira, Bitbucket, DevOps and CI/CD integration, Excel, VB, Python, SQL, Putty/SSH.

What we offer

• Competitive base salary.
• Holistic, flexible benefits and community initiatives.
• Learning and professional development opportunities.