Market Risk Lead
Nikita SaraswatLATAMSENIORPosted 13d ago
MurexMarket Risk AnalyticsPythonMarket DataInterest RateCredit CurvesBasel IIIIRRBBNIIEVELCRNSFRCapital MarketsRisk ReportingCapital EngineCVACSAIFRS9
About the Role
We are looking for a Market Risk Lead to join our team. This role requires extensive experience with Murex and market risk analytics.
Key Responsibilities
• Lead market risk analytics for Murex systems
• Develop and maintain Python applications for risk reporting
• Analyze market data, interest rate, and credit curves
• Ensure compliance with Basel III, IRRBB, NII, EVE, LCR, and NSFR regulations
• Provide risk reporting and insights to stakeholders
Requirements
• 8–10 years of experience in Murex
• Strong Python development skills
• Expertise in market data, interest rate, and credit curves
• Knowledge of Basel III, IRRBB, NII, EVE, LCR, and NSFR
• Experience with Capital Markets and Risk Reporting
• Business-level English communication skills