Murex Support Engineer - Market Risk

EPAM Systems; Vaud; On-site; CHF 120,000 - 160,000; Full time

Benefits offered by this job

Five weeks of vacation

Employee Stock Purchase Plan (ESPP)

Enhanced parental leave

Pension plan

Sickness allowance insurance

Employee assistance program

Travel medical/accident insurance

Learning and development opportunities

Job summary

First Derivative is seeking a Murex Support Engineer with strong Market Risk knowledge to provide L2/L3 functional and production support for Murex MX.3 Market Risk in Switzerland. You will diagnose issues, implement configuration changes, and work with business users and technical teams, including on-call responsibilities for intraday and end-of-day risk processes.

The role emphasizes collaboration with the Murex Centre of Excellence, environment health, and adherence to SLAs across multiple

Qualifications

• 7+ years of hands-on Murex MX.3 experience with Market Risk support.
• Strong SQL skills for data investigation and risk output analysis.
• Unix/Linux server and batch processing knowledge.
• Murex certification or formal training preferred.
• ITIL Foundation knowledge preferred.

Responsibilities

• Provide L2/L3 on-call support for Murex Market Risk, incl. intraday and end-of-day runs.
• Diagnose and resolve incidents affecting risk calculations, data inputs, and reporting outputs.
• Investigate discrepancies in risk results and trace issues across data, valuation and risk calculations.
• Implement approved Murex Market Risk configuration changes and validate across environments.
• Collaborate with Murex COE and vendor support on escalated issues.
• Maintain environment health: batch monitoring, data loads, interface checks, housekeeping.
• Ensure SLA adherence and document runbooks and knowledge articles.
• Support regression testing of Murex Market Risk functions before releases/upgrades.

Skills

Murex MX.3

Market Risk

L2/L3 support

SQL

Unix/Linux

Python

Shell scripting

ITIL Foundation

Murex certification

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.

Responsibilities

• Provide L2/L3 on-call support for Murex Market Risk, including intraday and end-of-day risk runs
• Diagnose and resolve incidents affecting market risk calculations, sensitivities, market data inputs and risk reporting outputs
• Investigate discrepancies in risk results and trace issues across trade data, market data, valuation and risk calculations
• Implement approved Murex Market Risk configuration changes and validate them across environments
• Collaborate with the Murex centre of excellence and vendor support on escalated product-level issues
• Maintain environment health, including batch monitoring, data loads, interface checks and housekeeping
• Ensure SLA adherence and keep incident records, runbooks and knowledge articles current
• Support regression testing of Murex Market Risk functionality ahead of releases and upgrades

Requirements

• 7+ years of hands-on Murex MX.3 experience, ideally with significant Market Risk functional and production support expertise
• Strong functional knowledge of Murex Market Risk, including sensitivities, VaR, stress/scenario analysis, P&L and risk reporting
• Strong understanding of the relationship between trades, market data, valuation and downstream market risk calculations within Murex
• Experience investigating market risk calculation and reporting discrepancies within Murex
• Strong SQL skills for data investigation, reconciliation and analysis of risk outputs
• Strong understanding of Murex architecture, including market risk processing, market data, batch processing and interfaces
• Unix/Linux server environments and batch job monitoring
• Basic scripting skills, such as shell or Python, for troubleshooting and automation
• Knowledge of incident, problem and change management processes; ITIL Foundation preferred
• Murex certification or formal Murex training preferred

We offer

• 5 weeks of vacation
• EPAM Employee Stock Purchase Plan (ESPP)
• Enhanced parental leave
• Extended pension plan
• Daily sickness allowance insurance
• Employee assistance program
• Global business travel medical and accident insurance
• Learning 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