- 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

📌 Murex Developer (España)
🏢 Infinity Quest
📍 España