Murex Market Risk Engineer - On-Call L2/L3

EPAM Systems; Lisboa; On-site; EUR 130,000 - 206,000; Full time

Benefits offered by this job

Competitive compensation

Engineering excellence standards

Career growth opportunities

Job summary

First Derivative is seeking a Murex Support Engineer with strong Market Risk knowledge to join our Switzerland-based team. You will deliver hands-on L2/L3 functional and production support for Murex MX.3 Market Risk, diagnose complex risk issues, implement configuration changes and ensure critical risk processes run reliably.

Time-critical on-call coverage is required. You will collaborate with business users, technical teams and the Murex COE, maintaining environments, running batch processes

Qualifications

• 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.

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

Skills

Murex MX.3 Market Risk

SQL

Unix/Linux

Shell scripting

Python

ITIL Foundation

Murex certification

Education

Murex certification or formal training

Tools

Murex MX.3

SQL

Unix/Linux

Job description

First Derivative is seeking a Murex Support Engineer with strong Market Risk knowledge to join our Switzerland-based team. You will deliver hands-on L2/L3 functional and production support for Murex MX.3 Market Risk, diagnose complex risk issues, implement configuration changes and ensure critical risk processes run reliably.

Time-critical on-call coverage is required. You will collaborate with business users, technical teams and the Murex COE, maintaining environments, running batch processes