Murex Market Risk Functional Consultant

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.