Murex Market Risk Engineer - L2/L3 Production

EPAM Systems Inc; United States; Remote; USD 150,000 - 190,000; Full time

Job summary

First Derivative is seeking a Murex Support Engineer specializing in Market Risk to join our team in Switzerland. You will provide hands-on L2/L3 functional and production support for Murex MX.3 Market Risk, diagnose and resolve complex risk issues, and ensure critical risk processes run reliably.

You will also work with business users and technical teams, carry on-call duties for intraday and end-of-day risk runs, and participate in ongoing risk model improvements and upgrades.

Qualifications

• 7+ years hands-on Murex MX.3 experience with Market Risk focus.
• Strong knowledge of Murex Market Risk: VaR, sensitivities, P&L, risk reporting.
• Experience in production support and incident management.
• Strong SQL skills for risk data investigation and reconciliation.
• Familiarity with Unix/Linux and batch processing environments.
• Basic scripting (shell or Python) for troubleshooting and automation; ITIL Foundation preferred.

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.

Job description

First Derivative is seeking a Murex Support Engineer specializing in Market Risk to join our team in Switzerland. You will provide hands-on L2/L3 functional and production support for Murex MX.3 Market Risk, diagnose and resolve complex risk issues, and ensure critical risk processes run reliably.

You will also work with business users and technical teams, carry on-call duties for intraday and end-of-day risk runs, and participate in ongoing risk model improvements and upgrades.