Murex Market Risk Functional Consultant

MAVLRA CORPORATION; United States; On-site; USD 120,000 - 170,000; Full time

Job summary

MAVLRA CORPORATION is seeking a Murex Market Risk Specialist to configure and support Murex Risk Engine modules (MRA, VaR, SIMM, Greeks) and to manage risk reporting across Front Office, Risk, and IT. You will maintain market data, validate pricing results, and support Basel III/FRTB regulatory requirements.

You will build automated risk reports using SQL and Python, assist with P&L Explain, sensitivities, and stress testing, and collaborate closely with FO/Risk/IT teams to ensure risk controls

Qualifications

• 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.
• Familiarity with Basel III, FRTB, SIMM / SA-CCR frameworks.

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.

Skills

Murex risk experience (MRA)

VaR

Greeks

SIMM / SA-CCR

P&L Explain

Risk management

Regulatory awareness

Tools

SQL

Python

Shell scripting

Datamart

Market data setup

Job description

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.