USC Only - Murex Market Risk Specialist - Remote

[Tansheer Aalam]

Role: Murex Market Risk Specialist

Location: Remote

Duration: Long Term Contract – C2C

Interview: Video

 

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.

 

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, Options.
• SQL, Python or Shell scripting, Datamart, market data setup.
• Familiarity with Basel III, FRTB, SIMM / SA-CCR frameworks.

 

Experience Level: 9+ Yrs Experience Must.