Responsibilities

• Support Market Risk enhancements and optimizations in the Murex platform
• Independently engage with end users to gather, clarify, and document business requirements
• Own and drive the implementation of Murex Market Risk configurations and optimizations
• Optimize existing risk methodologies and calculation formulas to improve performance and accuracy
• Conduct impact analysis and validation of Market Risk measures (e.g., VaR, PV01, CR01, PnL vectors)
• Drive functional validations for Market Risk metrics and coordinate testing with end users
• Troubleshoot, debug and resolve complex issues related to Market Risk computations
• Work closely with cross-functional teams including Risk, Front Office, and IT to ensure seamless integration of risk measures
• Contribute to process automation and continuous improvement of release cycles

Requirements

• Bachelor’...