Software Consultant

The Murex Market Risk Analyst will support the implementation, configuration, and enhancement of Market Risk functionalities within the Murex platform. The role will focus on risk measure configuration, VaR calculations, FRTB compliance, and market risk analytics, ensuring accurate risk measurement and reporting across trading portfolios.

• Configure and support Murex Market Risk modules (MRE / MRA / Greeks)
• Implement and maintain Value at Risk (VaR) and market risk calculations
• Support FRTB regulatory framework implementation and reporting
• Configure risk measure injections and market risk analytics
• Integrate and validate market data used in risk calculations