Murex Market Risk Developer

Job Description – Murex Market Risk Consultant

Key Responsibilities & Skills

• Hands-on experience in Murex Market Risk Management module.
• Proven track record in implementing and supporting market risk functionalities in Murex.

• Strong proficiency in SQL/Oracle (including stored procedures).
• Expertise in Unix Shell scripting.
• In-depth knowledge of Murex Market Risk Management concepts and configurations.
• Experience in Murex simulation views, formulae, and DataMart development.

• Hands-on experience with Market Risk module functionalities such as:
Value-at-Risk (VaR)
Sensitivities
Stress Testing
Back Testing

• Development of Market Risk MRE and MRA objects in Murex, including:
Revaluation
Raw and logical sources
Aggregation views
Node formula configuration

• Strong understanding of Market Risk configuration (e.g., static data, physical feeders).
• Proficiency in MRA s...