Murex Risk Lead-12 months contract

Seeking a Murex MX.3 Risk Lead with 10+ years of experience in Market Risk, Credit Risk, VaR, FRTB, regulatory reporting, Murex Risk modules, and banking transformation programs.

Job Description

Key Responsibilities

• Lead the design, configuration, and delivery of Murex MX.3 Market Risk and Credit Risk solutions within a banking transformation program.
• Gather requirements from Risk Managers, Quantitative Analysts, and business stakeholders, translating them into functional and technical designs.
• Configure and support Murex Risk modules including VAR, MRA, MRB, MRE, and ERM, along with risk reporting and reconciliation frameworks.
• Implement and support regulatory risk initiatives including FRTB SA/IMA, Basel III/IV, SA-CCR, PFE, and CVA requirements.
• Lead testing, stakeholder management, risk workstream governance, issue resolution, and team delivery across the program.

Required Skills

• 10+ years of Murex MX.3 Risk experience as a Market Risk Consultant, Business Analyst, System Analyst, or Risk Lead within investment/corporate banking.
• Strong hands-on expertise in at least three Murex Risk modules: VAR, MRA, MRB, MRE, and ERM.
• Deep knowledge of Market Risk and Credit Risk, including VaR, Expected Shortfall (ES), Stress Testing, FRTB, SA-CCR, PFE, CVA, and Counterparty Risk.
• Strong understanding of Market Data, Rate Curves, Volatility Surfaces, Pricing Models, and Risk Sensitivities (Delta, Vega, Gamma, DV01, CS01).
• Proficiency in SQL, Python, Shell Scripting, Control-M/Autosys, and experience with Murex Datamart, testing, reconciliation, and risk reporting.