[Remote] Murex Market Risk Functional Consultant

Note: The job is a remote job and is open to candidates in USA. SysTechCorp Inc is seeking a Murex Market Risk Functional Consultant to configure, implement, and support Murex market risk modules. The role works with Front Office, Market Risk, and IT teams on risk configuration, reporting, market data management, and risk analysis.

Responsibilities

• Configure and support Murex market risk modules, including MRA, VaR, Greeks, Risk Matrices, and SIMM
• Manage market risk configurations, reporting, and risk workflows within the Murex platform
• Maintain market data, including yield curves, volatility surfaces, and historical data
• Validate pricing and risk results and investigate discrepancies
• Support P&L Explain, risk sensitivities, stress testing, and risk limit monitoring
• Develop and automate risk reports using Murex Datamart, SQL, Python, or Shell scripting
• Support regulatory reporting and risk framework requirements, including Basel III, FRTB, SIMM, and SA-CCR
• Troubleshoot market risk calculation issues and coordinate with Front Office, Risk, and IT teams
• Ensure accurate risk reporting and alignment with business and regulatory requirements

Skills

• 5+ years of hands-on Murex market risk experience
• Strong experience with Murex Risk Engine (MRA), simulation, Risk Matrices, and VaR
• Solid understanding of market risk concepts, including Greeks, stress testing, P&L Explain, and sensitivities
• Exposure to multiple asset classes, including Interest Rates, FX, Equities, Credit, Commodities, and Options
• Experience with SQL and at least one scripting language, such as Python or Shell
• Knowledge of Murex Datamart and market data configuration
• Familiarity with regulatory frameworks such as Basel III, FRTB, SIMM, and SA-CCR
• Strong analytical, problem-solving, and stakeholder collaboration skills

Benefits

• USA Remote (Preferably New Jersey)
• Remote / Hybrid, depending on business requirements

Company Overview

Company H1B Sponsorship