Murex Market Risk Specialist
Roles and Responsibilities • Murex Market Risk Specialist with strong experience in configuring and supporting Murex Risk modules (MRA, VaR, SIMM, Greeks). • You will manage market risk setup, reporting, and regulatory alignment across Front Office, Risk, and IT. Key Responsibilities: • Configure and support Murex Risk Engine (MRA), VaR, Greeks, Risk Matrices, SIMM. • Maintain market data (curves, vol surfaces, historical data) and validate pricing/risk results. • Support P&L Explain, sensitivities, stress testing, limits monitoring. • Build/automate risk reports (Datamart, SQL, Python) and support regulatory requirements (Basel III, FRTB, SIMM). • Troubleshoot risk workflows and collaborate with FO/Risk/IT teams. Requirements: • 5+ years Murex risk experience (MRA, Simulation, Risk Matrices, VaR). • Strong knowledge of market risk, Greeks, VaR, stress testing, P&L Explain. • Exposure to IR, FX, Equity, Credit, Commodities, Options. • SQL, Python or Shell scripting, Datamart, market data setup. • Familiarity with Basel III, FRTB, SIMM / SA-CCR frameworks. Experience Level: 9+ Yrs Experience Must. Apply tot his job