[Remote] Murex Market Risk Functional Consultant

Note: The job is a remote job and is open to candidates in USA. Nityo Infotech is seeking a Murex Market Risk Functional Consultant to manage market risk setup, reporting, and regulatory alignment across Front Office, Risk, and IT. The role focuses on configuring and supporting Murex risk modules, validating risk results, automating reports, and troubleshooting risk workflows.

Responsibilities

• You will manage market risk setup, reporting, and regulatory alignment across Front Office, Risk, and IT
• 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

Skills

• 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

Company Overview

Company H1B Sponsorship