Languages: English
Location: Malaysia
Employment: Permanent
Duration: Ongoing
We are seeking an experienced Murex MLC Credit Risk Consultant to support credit risk and limit control delivery within a Murex environment. The role requires a strong functional or techno-functional consultant with hands-on experience across Murex Limit Controller, credit risk, counterparty exposure, limit monitoring, collateral-related exposure, pre-trade / post-trade checks, risk reporting, and front-to-back integration.
The successful candidate will work closely with Credit Risk, Market Risk, Front Office, Middle Office, Operations, IT, Murex SMEs, project teams, and vendor stakeholders to support requirements analysis, configuration, testing, issue resolution, implementation, and post-go-live support. XVA and SACCR experience is preferred, particularly where the candidate has exposure to counterparty credit risk, exposure calculation, regulatory capital, risk measures, or downstream risk reporting.
Requirements:
- 8+ years of Murex experience, with strong hands-on exposure to MLC, credit risk, limits, market risk, collateral, or front-to-back Murex delivery.
- Strong functional understanding of Murex Limit Controller, including limit setup, utilisation, exposure monitoring, counterparty limits, portfolio limits, pre-trade checks, post-trade controls, and exception handling.
- Experience supporting Credit Risk users through requirements gathering, functional analysis, solution design, configuration, testing, and production issue resolution.
- Good understanding of counterparty credit risk concepts across exposure, limits, collateral, netting sets, agreements, products, portfolios, and risk measures.
- Experience with XVA and SACCR would be highly advantageous, including exposure to CVA, DVA, FVA, PFE, EPE, ENE, regulatory capital, exposure calculation, and risk data controls.
- Strong knowledge of Murex workflows, static data, market data, trade lifecycle, risk simulations, Datamart reporting, batch processes, events and impacts, and downstream integration points.
- Experience supporting SIT, UAT, regression testing, defect analysis, production incident resolution, go-live preparation, and post-go-live support.
- Ability to analyse complex Murex issues across credit risk, limits, exposure, market data, workflows, reporting, interfaces, and downstream systems.
- Strong stakeholder management skills, with the ability to work across Risk, Front Office, IT, Operations, Finance, vendor, and project delivery teams.
- Experience in Malaysia, Singapore, or wider South East Asia banking environments would be advantageous.
Key Responsibilities:
- Support delivery of Murex MLC / Credit Risk enhancements, implementation, migration, upgrade, regulatory change, integration, or BAU change activity.
- Work with Credit Risk, Front Office, Market Risk, Operations, IT, and project stakeholders to gather requirements and define functional solutions.
- Configure and support Murex credit risk and limit control functionality across limits, exposure monitoring, counterparty controls, portfolio controls, utilisation checks, alerts, and exception workflows.
- Support XVA and SACCR-related analysis and delivery where applicable, including counterparty exposure, risk data, regulatory capital, calculation inputs, reporting, controls, and downstream data requirements.
- Analyse limit checks, exposure outputs, counterparty utilisation, breach handling, workflows, market data inputs, and risk calculation results to identify issues and support resolution.
- Support setup and validation of static data including counterparties, portfolios, agreements, products, limits, hierarchies, netting structures, collateral references, and risk configuration.
- Coordinate with Front Office, Credit Risk, Market Risk, Middle Office, Finance, Operations, IT, and downstream teams to ensure credit risk outputs are aligned across the full trade lifecycle.
- Support integration between Murex and downstream risk, finance, regulatory reporting, data warehouse, and operational platforms.
- Prepare functional specifications, configuration documents, process flows, test cases, issue logs, data mapping, and user support documentation.
- Execute and support SIT, UAT, regression testing, defect triage, test evidence review, business sign-off, and production readiness activities.
- Investigate and resolve Murex credit risk-related production issues, including limit breaches, exposure discrepancies, incorrect utilisation, market data issues, reporting errors, workflow exceptions, and batch failures.
- Support release readiness, cutover planning, go-live preparation, implementation execution, and post-go-live stabilisation.
- Provide clear status updates, risk escalation, issue tracking, and delivery updates to project managers and senior stakeholders.
- Work with Murex vendor teams, internal SMEs, and system integrators to manage defects, clarify expected behaviour, validate solutions, and ensure delivery quality.
- Ensure credit risk delivery remains aligned with business objectives, regulatory expectations, internal controls, data quality standards, and project delivery governance.
