Murex Developer

W3Global; Polska; A distancia; PLN 180.000 - 280.000; Jornada completa

Descripción de la vacante

W3Global is seeking a Murex Market Risk Specialist to configure and support Murex Risk modules (MRA, VaR, SIMM, Greeks) and manage risk setup across Front Office, Risk, and IT. This EU Remote role requires strong market risk knowledge and experience with risk reporting and regulatory alignment.

You will maintain market data, support P&L Explain, and build automated risk reports using SQL and Python while ensuring Basel III, FRTB, and SIMM compliance.

Formación

• 5+ years experience in Murex risk configurations (MRA, VaR, SIMM, Greeks).
• Strong knowledge of market risk, Greeks, VaR, stress testing and P&L Explain.

Responsabilidades

• Configure and support Murex Risk Engine (MRA), VaR, Greeks, SIMM.
• Maintain market data (curves, vol surfaces, historical data) and validate risk results.
• Build/automate risk reports (Datamart, SQL, Python) for regulatory requirements (Basel III, FRTB, SIMM).
• Troubleshoot risk workflows and collaborate with Front Office, Risk, and IT teams.

Conocimientos

Murex risk

VaR & SIMM

Data handling

SQL

Python

Regulatory knowledge

Herramientas

Datamart

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.

This is an EU Remote role

Roles and Responsibilities

• 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.