Job Description
Job Description
Indent ID
PSL304918-1
Ptalent Job#
189342
Position Title
Murex Market Risk Functional Consultant
Location
USA Remote or preferably New Jersey
Hybrid working
USA Remote or preferably New Jersey
Duration
Contract
Buy rate
Open Rate
Job Description
Roles and Responsibilities
- 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.
All candidate submissions should come with valid documents and ID proof.
Submission Matrix:
Name of the candidate
Contact#
Email ID
Location
Availability
Visa
Rate
Supplier Name
Particular
Details
LinkedIn profile Link
Ptalent Applicant id
Job#
Profile uploaded against which Indent:
Relocation
ETA for relocation post pandemic
Educational qualification (along with Year of passing and university details)
Video / In-person interview availability (Yes/No)
Currently on Project
Any Certification
Interviewed with Persistent in past 3 months