Market Risk Lead
pradeep .DMexicoSENIORPosted 13d ago
MurexMarket RiskPythonRisk AnalyticsStress TestingBasel IIIIRRBBNIIEVELCRNSFRData ValidationReconciliationCurve ConstructionInterest Rate CurvesCredit Curves
About the Role
We are looking for an experienced Murex Market Risk Lead to support market risk initiatives, risk reporting, and analytics within the Murex platform. The ideal candidate will have extensive Murex experience, strong market risk expertise, and hands-on Python development skills.
Key Responsibilities
• Support market risk reporting and analytics
• Manage market data, interest rate curves, and credit curves
• Develop Python-based risk analytics and stress-testing solutions
• Support Basel III, IRRBB, NII, EVE, LCR, and NSFR initiatives
• Perform data validation, reconciliation, and quality control
• Lead market risk enhancements and process improvements
• Collaborate with cross-functional business and technology teams
Requirements
• 8–10 years of Murex experience – Mandatory
• 3+ years of Market Risk experience
• Strong Python development skills
• Strong understanding of market risk analytics and reporting
• Experience with market data management and curve construction
• Knowledge of interest rate curves and credit curves
• Business-level English communication skills
Important:
Candidates with less than 8 years of Murex experience will not be considered.