> Markdown version of [/jobs/ext/4538786-murex-developer](https://www.wearedevelopers.com/jobs/ext/4538786-murex-developer). Every page supports `.md` or `Accept: text/markdown`. Links point to the HTML versions so they work for humans too. Agent guide: [/agents.md](https://www.wearedevelopers.com/agents.md). --- # Murex Developer - **Company:** Infinity Quest - **Location:** Spain - **Contract:** Permanent contract - **Skills:** Data Mart, Python (Programming Language), Shell Script, Single In-Line Memory Module (SIMM), SQL Databases, Murex - **Published:** November 3, 2026 - **Apply:** https://www.jobleads.com/es/job/murex-developer--spain--ead6a509e1f29cf289121fbb025f8f40a ## About the Role * 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 ## 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. 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