Job Description :

Murex Techno Functional Engineer - Market Risk

We are hiring an experienced Murex Techno-Functional Engineer Market Risk with strong expertise in Murex MX.3, Market Risk, MRE, MLC, risk calculations, and regulatory risk reporting. This is an excellent opportunity for professionals with strong techno-functional expertise who can work as a Market Risk SME and bridge the gap between business stakeholders and technology teams.

Location : Pune

Experience : 5+ Years

Your Future Employer :

It's one of the world's leading financial institutions with a strong global presence across the Americas, EMEA, and Asia. It supports international businesses through technology, analytical capabilities, operational excellence, risk management, and regulatory compliance.

Responsibilities :

- Act as the primary SME for Murex Market Risk, including MRE (Market Risk Engine) and MLC (Limits Controller).

- Configure and maintain Market Risk calculations including VaR, Stress Testing, xVA, risk matrices, scenarios, and exposure calculations.

- Work on Murex Datamart, MxML Reports, S4C, LRB tasks, and risk reporting.

- Support FRTB, Basel III, SA-CCR, and regulatory risk reporting requirements.

- Design and optimize Market Risk EOD batch workflows to meet strict SLA requirements.

- Monitor critical batch jobs covering risk calculations, PnL generation, and regulatory reporting.

- Develop Python and Shell scripts for automation, health monitoring, and log analysis.

- Provide L3 production support, troubleshoot incidents, perform root cause analysis, and support Murex technical environments.

- Drive automation, performance optimization, and platform improvements.

- Collaborate with Risk Managers, Traders, Compliance, and Technology teams to translate business requirements into Murex solutions.

Requirements :

- 8+ years of hands-on Murex Market Risk experience is mandatory.

- Strong hands-on experience with Murex MX.3 and Market Risk modules.

- Expertise in MRE, MLC, Risk Reporting, Datamart, and S4C.

- Strong understanding of VaR, Stress Testing, Scenario Generation, Sensitivities, and Risk Formulas.

- Experience across FX, Fixed Income, Equities, Commodities, and Derivatives.

- Hands-on experience with Murex Datamart configuration, MxML Reports, and batch optimization.

- Strong knowledge of Linux/Unix, Shell scripting, and Python.

- Experience in EOD batch processing, production support, troubleshooting, and performance analysis.

- Knowledge of FRTB, Basel III, SA-CCR, and regulatory reporting.

- Experience with Control-M, Autosys, or Tidal will be preferred.

- Exposure to DevOps, Azure, or AWS will be an added advantage.

Certifications Preferred :

- FRM Financial Risk Manager

- PRM Professional Risk Manager

- CFA

- Murex Technical Certification - Risk Modules

What is in it for you :

- Opportunity to work as a Market Risk SME on Murex MX.3.

- Exposure to Market Risk, VaR, FRTB, regulatory reporting, and risk calculations.