Requirements:
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5+ years Murex risk experience (MRA, Simulation, Risk Matrices, VaR).
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Strong knowledge of market risk, Greeks, VaR, stress testing, P&L Explain.
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Exposure to IR, FX, Equity, Credit, Commodities, Options.
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SQL, Python or Shell scripting, Datamart, market data setup.
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Familiarity with Basel III, FRTB, SIMM / SA-CCR frameworks.
Roles and Responsibilities
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Murex Market Risk Specialist with strong experience in configuring and supporting Murex Risk modules (MRA, VaR, SIMM, Greeks).
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You will manage market risk setup, reporting, and regulatory alignment across Front Office, Risk, and IT.
Key Responsibilities:
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Configure and support Murex Risk Engine (MRA), VaR, Greeks, Risk Matrices, SIMM.
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Maintain market data (curves, vol surfaces, historical data) and validate pricing/risk results.
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Support P&L Explain, sensitivities, stress testing, limits monitoring.
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Build/automate risk reports (Datamart, SQL, Python) and support regulatory requirements (Basel III, FRTB, SIMM).
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Troubleshoot risk workflows and collaborate with FO/Risk/IT teams.
Murex Developer in London employer: Persistent Europe
As a PAM Support Lead at our London office, you will join a dynamic team that values innovation and collaboration in a hybrid work environment. We offer competitive benefits, a strong focus on employee development, and opportunities for growth within the organisation, making it an ideal place for professionals seeking meaningful and rewarding careers in cybersecurity. Our commitment to work-life balance and a supportive culture ensures that you can thrive both personally and professionally.
