Market Risk Specialist - Murex

MRA (Market Risk Aggregation)

VaR (Value at Risk)

SIMM (Standard Initial Margin Model)

Greeks and Risk Matrices

Maintain curves, volatility surfaces, and historical data

Validate pricing and risk results

Perform P&L Explain, sensitivities, stress testing, and limits monitoring

Build and automate risk reports using Datamart, SQL, and sometimes Python

Ensure alignment with frameworks like Basel III, FRTB, SIMM, and SA-CCR

Resolve risk workflow issues and work closely with Front Office, Risk, and IT teams

• Minimum 3+ years in Murex risk modules
• Strong knowledge of market risk concepts (VaR, Greeks, stress testing)
• Familiarity with multiple asset classes: IR, FX, Equity, Credit, Commodities, Options
• Technical skills: SQL, Python, scripting, and data management
• Understanding of regulatory frameworks (Basel III, FRTB, SIMM)

Apply now!