Murex Risk SME: Senior MX.3 Risk & Production Expert

Phi Partners; Canada; On-site; CAD 120,000 - 180,000; Full time

Job summary

Phi Partners is seeking a senior Murex risk SME to lead MLC/MRE configuration and risk calculations in a live market risk environment. You will work closely with risk managers, traders, and IT to ensure accurate VaR, P&L and regulatory reporting across multiple asset classes.

The role emphasizes hands-on technical ownership, performance tuning of batch processes, and on-call production support to maintain SLA compliance in a high-volume platform.

Qualifications

• Ten+ years of Murex experience with hands-on MLC and MRE configuration.
• Proficiency in VaR modelling across asset classes (historical, Monte Carlo, parametric).
• Strong Linux/Unix knowledge including scripting and performance analysis.
• Batch monitoring and scheduling using enterprise tools (Control-M, Autosys, Tidal).
• Regulatory reporting under Basel III, FRTB and SA-CCR.

Responsibilities

• Act as the primary SME for Murex MLC (Limits Controller) and MRE (Market Risk Engine).
• Configure and maintain market risk calculations across VaR, stress testing and XVA, including risk matrices and exposure methodologies.
• Support Basel III compliance, FRTB implementation and regulatory reporting.
• Design and optimise end-of-day batch workflows and risk reports.
• Provide production support and incident management for Murex across environments.

Skills

Murex MLC

Murex MRE

VaR modelling

Linux/Unix

Batch monitoring

Regulatory reporting

Risk analytics

Communication with stakeholders

Education

Master's degree in finance or quantitative discipline

FRM/PRM/CFA

Tools

Control-M

Autosys

Tidal

MxML reports

Job description

Phi Partners is seeking a senior Murex risk SME to lead MLC/MRE configuration and risk calculations in a live market risk environment. You will work closely with risk managers, traders, and IT to ensure accurate VaR, P&L and regulatory reporting across multiple asset classes.

The role emphasizes hands-on technical ownership, performance tuning of batch processes, and on-call production support to maintain SLA compliance in a high-volume platform.