Role details

Contract type

Permanent contract

Employment type

Full-time (> 32 hours)

Experience level

Expert

Experience required

5 years minimum

Compensation

£38,177.0

Working hours

Regular working hours

Job source

www.adzuna.co.uk

Tech stack

Data Mart Python (Programming Language) Shell Script Single In-Line Memory Module (SIMM) SQL Databases Murex

Job description

• 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., * 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

Apply for this position

This job is hosted externally. Click below to view the full posting and apply.

Apply on www.adzuna.co.uk

Prepare application

• Draft this with your agent
• Open in Claude
• Open in ChatGPT
• Copy prompt