Jobs → Customer Support → Market Risk Lead

About the Role We are looking for an experienced Murex Market Risk Lead to enhance market risk capabilities, analytics, and reporting within the Murex platform. The ideal candidate will have strong hands-on Murex experience, solid Python development skills, and expertise in market risk analytics and regulatory initiatives. Key Responsibilities • Support and enhance market risk reporting and analytics within Murex • Manage and validate market data, interest rate curves, and credit curves • Develop Python-based solutions for risk analytics, automation, and stress testing • Support Basel III, IRRBB, NII, EVE, LCR, and NSFR initiatives • Perform data validation, reconciliation, and quality control • Collaborate with Risk, Treasury, Quantitative Analytics, and Technology teams • Lead market risk enhancements and process improvement initiatives • Troubleshoot market data, curve, and risk calculation issues Requirements • 8–10 years of hands-on Murex experience (mandatory) • 3+ years of Market Risk experience • Strong Python development expertise • Knowledge of market risk analytics, reporting, and stress testing • Experience with market data management and interest rate and credit curves • Understanding of banking risk metrics and regulatory requirements • Strong English communication and stakeholder collaboration skills Preferred Skills • Capital Engine sensitivities integration • Credit Valuation Adjustment (CVA) and Credit Support Annex (CSA) • IFRS 9 exposure • Banking or Capital Markets experience • Basel III and IRRBB initiatives • Interest rate curve construction and risk analytics