Murex ERM Consultant Market Risk

We are seeking an experienced Murex ERM Consultant with strong expertise in Market Risk and Murex Risk modules. The role involves supporting and enhancing Murex VaR and risk management capabilities, collaborating with Risk and Middle Office teams, and delivering solutions aligned with regulatory and business requirements.

Required Skills

Must Have:

• Experience in Murex Market Risk Domain VaR, Greeks, Sensitivities Stress testing, and attribution of Risk P L
• Understanding of Murex VaR module historical simulation, back testing, PL VaR
• Good understanding of Murex VaR Data Model
• Expertise in Murex Risk Modules including MRA, MRE, CRE and Collateral.
• Murex ERM implementation experience for PFE and XVA
• FRTB Implementation experience.
• Fluent in using simulations and viewers
• Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations
• Strong domain understanding of Market Risk and FRTB
• Deeper understanding of financial markets from a non-risk and MO perspective
  
  

• Upgrade project in Risk domain
• DevOps on Murex experience (GIT, Jenkins, JIRA etc.)
  
  

• As Murex ERM consultant, candidate will be part of application development team for Murex VaR module
• Works closely with Risk & MO users in understanding requirements to build new market risk valuation functionality
• Work with different IT teams across infrastructure, and other divisions to deliver system solutions for the business
• Analyses and resolves issues related to system configuration, Risk, pricing, P&L, sensitivities, market data, market operations, EOD, interfaces, etc
• Assist in Risk report creation using MRA/MRB, PL impact analysis or scenarios upload.
• Analyze the VaR of a portfolio to instrument or deal level.
• Explain the scenarios creation and how theyre applied in Murex market risk module.
• Configure any additional MRB reports and MRA views - Support the market risk team for queries/ issues. Support statistical analysis reports
• Analyze and support the Back-testing results.