Murex Support Engineer - Market Risk (Relocation to Switzerland)

EPAM Systems; United States; On-site; USD 144,000 - 193,000; Full time

Job summary

First Derivative is expanding its Murex offerings in Switzerland and seeks a Murex Support Engineer with strong Market Risk knowledge to join the team.

You will provide L2/L3 functional and production support for Murex MX.3 Market Risk, diagnosing and resolving complex risk issues while ensuring critical risk processes operate reliably. The role involves working with business users and tech teams and on-call responsibility for intraday and end-of-day risk runs.

Qualifications

• 7+ years of hands-on Murex MX.3 experience with Market Risk focus.
• Strong knowledge of VaR, sensitivities and risk reporting.
• Experience supporting production environments and incidents.

Responsibilities

• Provide L2/L3 on-call support for Murex Market Risk, including intraday and end-of-day risk runs
• Diagnose and resolve incidents affecting risk calculations, data inputs and reporting
• Investigate discrepancies across trades, data, valuation and risk calculations
• Implement approved Murex Market Risk configuration changes and validate them
• Collaborate with Murex CoE and vendor support on escalations
• Maintain environment health, batch monitoring and data loads
• Ensure SLA adherence and keep runbooks and knowledge articles current
• Support regression testing ahead of releases and upgrades

Skills

Murex MX.3

Market Risk

SQL

Unix/Linux

Shell scripting

Python

ITIL

Murex Certification

Job description

Here at First Derivative we are looking to expand our Murex offerings in Switzerland and we are looking for a Murex Support Engineer with strong Market Risk knowledge to join us! You will provide hands-on L2/L3 functional and production support for Murex MX.3 Market Risk, diagnosing and resolving complex risk issues, implementing configuration changes and ensuring critical market risk processes operate reliably. You will also work closely with business users and technical teams and carry on-call responsibility for time-critical intraday and end-of-day risk processes.

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

Requirements

• 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
• Strong SQL skills for data investigation, reconciliation and analysis of risk outputs
• Strong understanding of Murex architecture, including market risk processing, market data, batch processing and interfaces
• Unix/Linux server environments and batch job monitoring
• Basic scripting skills, such as shell or Python, for troubleshooting and automation
• Knowledge of incident, problem and change management processes; ITIL Foundation preferred
• Murex certification or formal Murex training preferred