Job Title: Senior Risk System Analyst
Sub-Domain: Risk & Data Science
Experience Level: L4 (9+ Years)
Location: Kuala Lumpur
Job Summary
We are seeking a highly experienced Senior Risk System Analyst to join the MEA Tech – Risk & Data Science team. This role is responsible for leading the analysis, support, enhancement, and optimization of risk management systems, with a strong focus on Murex Market Risk and Credit Risk platforms. The successful candidate will possess deep expertise in VaR, EWRS, and MLC/Credit Risk methodologies, coupled with extensive experience in risk system architecture, business analysis, stakeholder engagement, and data-driven risk reporting. The role requires close collaboration with Risk, Finance, Front Office, Data Science, and Technology teams to deliver scalable and reliable risk solutions that support business and regulatory requirements.
Key Responsibilities
- Lead the analysis, support, and optimization of Murex Market Risk and Credit Risk platforms.
- Gather, analyze, and document business requirements, translating them into functional and technical specifications.
- Configure, enhance, and maintain risk management systems to support evolving business and regulatory needs.
- Implement and validate risk methodologies including Value at Risk (VaR), EWRS, MLC, and Credit Risk models.
- Drive requirement workshops with business stakeholders, risk managers, and technology teams.
- Analyze and improve risk calculation processes, reporting workflows, and data integration mechanisms.
- Ensure the accuracy, integrity, and consistency of risk data across multiple systems and databases.
- Design and deliver risk reports, dashboards, and analytical solutions to support business decision-making.
- Assess system performance and identify opportunities for process optimization and automation.
- Support platform upgrades, patch implementations, releases, and environment migrations.
- Perform impact assessments and root cause analysis for system incidents and production issues.
- Collaborate with development teams to implement enhancements and resolve complex technical challenges.
- Ensure compliance with internal governance, audit standards, and regulatory requirements.
- Develop and maintain comprehensive system documentation, operational procedures, and knowledge repositories.
- Mentor junior analysts and provide subject matter expertise on risk systems and methodologies.
- Partner with Data Science teams to support advanced risk analytics and modeling initiatives.
- Participate in strategic technology transformation projects within the risk management landscape.
Required Skills & Experience
- 9+ years of experience in Risk Systems Analysis, Risk Technology, or Financial Systems within banking or capital markets environments.
- Strong hands-on experience with Murex Market Risk and Credit Risk modules.
- Deep understanding of Value at Risk (VaR), EWRS, MLC, and Credit Risk methodologies.
- Proven experience in business analysis, requirement gathering, solution design, and stakeholder management.
- Advanced proficiency in SQL Server 2012, including query optimization, reporting, data analysis, and database management.
- Solid experience working with Windows Server 2012 environments.
- Strong knowledge of Market Risk concepts including Stress Testing, Sensitivity Analysis, Scenario Analysis, and Risk Attribution.
- Understanding of financial products such as FX, Fixed Income, Equities, Commodities, and Derivatives.
- Experience supporting mission-critical risk platforms and production support activities.
- Excellent analytical, troubleshooting, and problem-solving skills.
- Strong understanding of SDLC, testing methodologies, release management, and change management processes.
- Ability to provide strategic recommendations for risk system enhancements and technology investments.
- Excellent communication, presentation, and stakeholder engagement skills.
- Experience leading cross-functional discussions with business and technology teams.
Nice-to-Have Skills
- Experience with Murex Datamart, reporting modules, and risk analytics frameworks.
- Exposure to Data Science, Machine Learning, and advanced analytical tools used for risk management.
- Knowledge of regulatory risk frameworks including Basel III/IV, FRTB, IFRS 9, and related reporting requirements.
- Experience integrating risk systems with trading, treasury, finance, and enterprise data platforms.
- Proficiency in Python, PowerShell, Shell Scripting, or automation technologies.
- Experience with ETL tools, data warehousing, and enterprise data management solutions.
- Familiarity with Agile, Scrum, and DevOps delivery methodologies.
- Exposure to cloud-based analytics and risk technology platforms.
- Experience building automated risk reporting and monitoring solutions.
- Professional certifications such as FRM, CFA, PRM, or equivalent would be advantageous.
- Experience working in global and geographically distributed teams supporting international banking operations.
Preferred Candidate Profile
- Strong leadership and consulting mindset with the ability to influence stakeholders at multiple levels.
- Ability to bridge the gap between business risk requirements and technical implementation.
- Proven track record of driving risk system transformation and process improvement initiatives.
- Capable of managing multiple priorities in a fast-paced, high-pressure financial services environment.
- Strong mentoring and knowledge-sharing capabilities with a focus on team development and continuous improvement.
