09 nov
|
Infinity Quest
|
Región de Murcia
09 nov
Infinity Quest
Región de Murcia
* 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 #J-18808-Ljbffr
📌 Murex Developer (Región de Murcia)
🏢 Infinity Quest
📍 Región de Murcia