Murex Functional Consultant - Market Risk

Job Description

• Bachelor's degree in Information Systems, Business Administration, Computer Science, or related field
• 5+ years of experience in Murex Market Risk implementation and support.
• Strong expertise in Murex Risk Engine (MRA), VaR, Simulation, and Risk Matrices.
• Hands-on experience configuring and supporting Greeks, SIMM, and market risk modules.
• Strong knowledge of Market Risk, Stress Testing, and P&L Explain.
• Experience managing market data, including curves, volatility surfaces, and historical data.
• Expertise in risk sensitivities, limits monitoring, and risk reporting.
• Experience with Murex Datamart, SQL, and Python-based reporting automation.
• Knowledge of financial instruments across IR, FX, Equity, Credit, and Commodities.
• Understanding of Basel III, FRTB, SIMM, and SA-CCR regulatory frameworks.
• Ability to troubleshoot Murex risk workflows and collaborate with Front Office, Risk, and IT teams.