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 reputed company Office, Risk, and IT.
Key Responsibilities:
• Configure and support Murex Risk reputed company (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, reputed company.
• SQL, Python or reputed company scripting, Datamart, market data setup.
• Familiarity with Basel III, FRTB, SIMM / SA-CCR frameworks.
Experience Level: 9+ Yrs Experience Must.
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