Murex Market risk developer

Smartedge Solutions; España; Remote; EUR 70,000 - 100,000; Full time

Job summary

Smartedge Solutions is seeking an experienced Murex MX.3 Developer to design, implement and optimize Murex-based solutions for Capital Markets risk and trading needs. This is a 100% remote role, aligned with our Capital Markets technology organization.

You will work across Market Risk, Front Office and Quant teams, building configurations, interfaces, reports, and automated processes to support VaR, stress testing and FRTB related calculations.

Qualifications

• Hands-on Murex MX.3 development and configuration experience.
• Strong understanding of Capital Markets products and Market Risk processes.
• Experience with Murex Market Risk / ERM is desirable.

Responsibilities

• Design, develop and enhance Murex MX.3 solutions.
• Collaborate with Market Risk, Front Office and Tech teams to translate business requirements into technical solutions.
• Develop Murex configurations, workflows, interfaces, reports and data extracts.

Skills

Murex MX.3

Market Risk

DataMart

Reporting

Workflows

Interfaces

Trade processing

Batch processing

Deployment

Production support

Job description

Smartedge Client is looking for an individual to help with their Murex Market risk developer @ 100 % Remote Working

Job Description :

We are seeking an experienced Murex MX.3 Developer / Technical Consultant to support 's Capital Markets technology organization. The successful candidate will have strong hands-on Murex development and configuration experience combined with a solid understanding of Capital Markets products and Market Risk processes. The individual will work closely with Market Risk, Front Office, Quantitative, Business Analysis and Technology teams to develop, enhance and support Murex solutions supporting trading and risk-management requirements.

Key Responsibilities:

• Design, develop, configure and enhance solutions within the Murex MX.3 platform.
• Work closely with Market Risk and Capital Markets stakeholders to understand business requirements and translate them into technical solutions.
• Develop and maintain Murex configurations, workflows, interfaces, reports, batch processes and data extracts.
• Support Murex components associated with Market Risk calculations, risk aggregation, sensitivities, limits and risk reporting.
• Work with risk measures including, as applicable:
• VaR / Historical VaR
• Stress Testing
• Sensitivities / Greeks
• P&L and P&L Explain
• FRTB-related calculations and reporting
• Support integration of Murex with upstream and downstream platforms including trading systems, market data, risk platforms, data warehouses and regulatory/reporting systems.
• Perform development and configuration related to Murex interfaces, data mappings, trade feeds, market data and reference data.
• Investigate production issues involving trades, positions, market data, pricing, sensitivities and risk calculations.
• Perform root-cause analysis and implement sustainable fixes for Murex production issues.
• Participate in design reviews, code/configuration reviews, testing and release-management activities.
• Develop automated or reusable solutions to improve operational efficiency and reduce manual intervention.
• Support SIT, UAT, regression testing and production implementation.
• Coordinate with geographically distributed development, infrastructure, production support and business teams.
• Provide technical documentation covering design, configuration, interfaces, deployment and operational procedures.

Required Murex Skills

• Candidates should have strong hands-on experience with Murex MX.3, preferably covering several of the following areas:
• Murex MX.3 development and configuration
• Murex Market Risk / Enterprise Risk Management
• Murex DataMart
• Murex Reporting
• Murex Workflows
• Murex Interfaces / Integration
• Murex trade and market-data processing
• Murex batch processing
• Murex environments and deployment processes
• Murex troubleshooting and production support
• Experience with Murex Market Risk / ERM is particularly desirable.

The candidate should have a good understanding of Capital Markets and preferably experience supporting a bank's Market Risk technology organization.

Knowledge of several of the following is preferred: Asset Classes

Equities / Equity Derivatives

Candidates do not need to be quantitative model developers, but they should be able to understand Market Risk requirements and effectively communicate with Risk Managers, Quants and Capital Markets business users.

Technical Skills

Strong experience with several of the following:

CI/CD and DevOps processes

Strong SQL and Unix/Linux troubleshooting skills are particularly important.