Murex Support Engineer - Market Risk

EPAM Systems; Schweiz; Remote; CHF 140,000 - 190,000; Full time

Benefits offered by this job

5 weeks of vacation

ESPP (Employee Stock Purchase Plan)

Extended pension plan

Daily sickness allowance

Employee assistance program

Travel medical insurance

Job summary

First Derivative is seeking a Murex Support Engineer with strong Market Risk knowledge to join our team in Switzerland. You will provide hands-on L2/L3 functional and production support for Murex MX.3 Market Risk, diagnosing and resolving complex risk issues, and ensuring critical risk processes operate reliably.

You will work closely with business users and technical teams, carry on-call responsibilities, and collaborate with the Murex centre of excellence.

Qualifications

• 7+ years of hands-on Murex MX.3 experience with Market Risk focus.
• Strong knowledge of VaR, stress/scenario analysis, P&L and risk reporting.
• Experience in L2/L3 production support and incident management.
• Background in data interfaces, market data, and downstream risk calculations.
• Familiarity with ITIL processes and change management preferred.

Responsibilities

• Provide L2/L3 on-call support for Murex Market Risk including intraday and end-of-day runs.
• Diagnose and resolve incidents affecting risk calculations, sensitivities, and reporting outputs.
• Investigate discrepancies across trade data, market data, and valuation.
• Implement approved configuration changes and validate them in environments.
• Maintain runbooks, incident records, and perform regression testing ahead of releases.

Skills

Murex MX.3

Market Risk

L2/L3 support

SQL

Unix/Linux

Scripting (Shell/Python)

ITIL familiarity

Tools

Murex

SQL

Unix/Linux

Shell

Python

Job description

Here at First Derivative, we are looking to expand our Murex offerings in Switzerland, and we are looking for a Murex Support Engineer with strong Market Risk knowledge to join us! You will provide hands-on L2/L3 functional and production support for Murex MX.3 Market Risk, diagnosing and resolving complex risk issues, implementing configuration changes and ensuring critical market risk processes operate reliably. You will also work closely with business users and technical teams and carry on-call responsibility for time-critical intraday and end-of-day risk processes.ResponsibilitiesProvide L2/L3 on-call support for Murex Market Risk, including intraday and end-of-day risk runsDiagnose and resolve incidents affecting market risk calculations, sensitivities, market data inputs and risk reporting outputsInvestigate discrepancies in risk results and trace issues across trade data, market data, valuation and risk calculationsImplement approved Murex Market Risk configuration changes and validate them across environmentsCollaborate with the Murex centre of excellence and vendor support on escalated product-level issuesMaintain environment health, including batch monitoring, data loads, interface checks and housekeepingEnsure SLA adherence and keep incident records, runbooks and knowledge articles currentSupport regression testing of Murex Market Risk functionality ahead of releases and upgradesRequirements7+ years of hands-on Murex MX.3 experience, ideally with significant Market Risk functional and production support expertiseStrong functional knowledge of Murex Market Risk, including sensitivities, VaR, stress/scenario analysis, P&L and risk reportingStrong understanding of the relationship between trades, market data, valuation and downstream market risk calculations within MurexExperience investigating market risk calculation and reporting discrepancies within MurexStrong SQL skills for data investigation, reconciliation and analysis of risk outputsStrong understanding of Murex architecture, including market risk processing, market data, batch processing and interfacesUnix/Linux server environments and batch job monitoringBasic scripting skills, such as shell or Python, for troubleshooting and automationKnowledge of incident, problem and change management processes; ITIL Foundation preferredMurex certification or formal Murex training preferredWe offer5 weeks of vacationEPAM Employee Stock Purchase Plan (ESPP)Enhanced parental leaveExtended pension planDaily sickness allowance insuranceEmployee assistance programGlobal business travel medical and accident insuranceLearning and development opportunities including in-house training and coaching, professional certifications, and courses• Please note that any offers will be subject to appropriate background checks• We do not accept CVs from recruiting or staffing agencies• For this position, we are able to consider applications from the following:- Swiss nationals- EU/EFTA nationals- Third-country nationals based in Switzerland with an appropriate work permit- Displaced people from Ukraine who are currently in Switzerland and hold, or have already applied for, S permits