Murex Developer

Infinity Quest; España; Presencial; EUR 70.000 - 100.000; Jornada completa

Descripción de la vacante

Infinity Quest Limited is seeking a Murex Risk Specialist to configure and support Murex Risk Engine modules across Front Office, Risk and IT. You will manage risk setup, reporting and regulatory alignment with Basel III, FRTB and SIMM frameworks, while maintaining data and automating risk reports.

The role requires 5+ years Murex risk experience, strong knowledge of market risk, VaR and stress testing, and proficiency in SQL/Python.

Formación

• 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.

Responsabilidades

• 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.

Conocimientos

Murex risk experience

Greeks

VaR

Risk Matrices

SIMM

Herramientas

Murex Risk Engine (MRA)

SQL

Python

Shell scripting

Descripción del empleo

• 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