Roles & Responsibilities

• Design, develop, and support Murex Market Risk solutions.
• Configure and maintain MRA (Murex Risk Architecture) and MRE (Murex Risk Engine).
• Implement and support Value at Risk (VaR) calculations.
• Configure and troubleshoot Risk Sensitivities (Delta, Gamma, Vega, Theta, Rho).
• Develop and maintain Stress Testing scenarios and reports.
• Support Enterprise-Wide Risk System (EWRS) processes and integrations.
• Analyze and resolve Market Risk production issues.
• Develop SQL queries, stored procedures, and performance tuning.
• Develop automation scripts using Java and Python.
• Support deployments across Development, SIT, UAT, and Production environments.
• Work closely with Risk Analysts, Business Analysts, Traders, and Quantitative teams.
• Prepare technical documentation and support release activities.

Mandatory Technical Skills

Murex

• Murex Market Risk
• MRA Configuration
• MRE Configuration
• VaR
• Sensitivities
• Stress Testing
• Risk Reports

Database

• Oracle
• SQL Server 2012
• SQL

Programming

• Java
• Python

Operating Systems

• Linux
• Windows Server 2012