Murex Developer

Location:

Mexico, México (MX-MEX), Mexico (MX).

Working Hours:

EST.

The candidate can be based offshore or in Canada, but must be comfortable working with significant overlap with New York business hours and collaborating with teams located in North America.

• Design, develop, configure and enhance solutions within the Murex MX.3 platform.
• Work closely with Market Risk and Capital Markets stakeholders to understand business requirements and translate them into technical solutions.
• Develop and maintain Murex configurations, workflows, interfaces, reports, batch processes and data extracts.
• Support Murex components associated with Market Risk calculations, risk aggregation, sensitivities, limits and risk reporting.
• Work with risk measures including, as applicable:
  • VaR / Historical VaR
  • o Expected Shortfall
  • o Stress Testing
  • o Sensitivities / Greeks
  • o P&L and P&L Explain
  • o Market Risk Limits
  • o Risk Factor management
  • o FRTB-related calculations and reporting
• Support integration of Murex with upstream and downstream platforms including trading systems, market data, risk platforms, data warehouses and regulatory/reporting systems.
• Perform development and configuration related to Murex interfaces, data mappings, trade feeds, market data and reference data.
• Investigate production issues involving trades, positions, market data, pricing, sensitivities and risk calculations.
• Perform root-cause analysis and implement sustainable fixes for Murex production issues.
• Participate in design reviews, code/configuration reviews, testing and release-management activities.
• Develop automated or reusable solutions to improve operational efficiency and reduce manual intervention.
• Support SIT, UAT, regression testing and production implementation.
• Coordinate with geographically distributed development, infrastructure, production support and business teams.
• Provide technical documentation covering design, configuration, interfaces, deployment and operational procedures.

• Murex MX.3 development and configuration
• Murex Market Risk / Enterprise Risk Management
• Murex Data Mart
• Murex Reporting
• Murex Workflows
• Murex Interfaces / Integration
• Murex trade and market-data processing
• Murex batch processing
• Murex static/reference data
• Murex environments and deployment processes
• Murex troubleshooting and production support

• Asset Classes:
  • Fixed Income
  • Interest Rate Derivatives
  • FX / FX Derivatives
  • Credit / Credit Derivatives
  • Equities / Equity Derivatives
  • Money Markets
• Risk Concepts:
  • VaR
  • Expected Shortfall
  • Stress Testing
  • Greeks / Sensitivities
  • DV01 / PV01
  • P&L Explain
  • Risk Factors
  • Scenario Analysis
  • Limit Monitoring
  • Historical Simulation
  • Full Revaluation
  • FRTB

• SQL
• Oracle / relational databases
• Unix / Linux
• Shell scripting
• Python
• Java
• XML / JSON
• REST APIs / integration technologies
• Git or equivalent source-control tools
• CI/CD and Dev Ops processes
• Batch scheduling / enterprise schedulers

• 5–10+ years of Capital Markets technology experience.
• 3–5+ years of hands‑on Murex MX.3 development/configuration experience.
• Experience working for a global investment bank or Capital Markets organization.
• Previous experience supporting Market Risk technology.
• Experience with large‑scale Murex implementation, upgrade or transformation programs.

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