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Job detail

Murex Market Risk Functional Consultant At New Jersey Remote

Alltech Consulting Services Inc

Not Specified, Not Specified, United States

Job description

Hi, Position Title Murex Market Risk Functional Consultant Location USA Remote or preferably New Jersey Contract 5+ year exp candidates with Murex Market Risk Functional Consultant We need candidates who have exp in murex or market risk module or python or quant Roles and Responsibilities Murex Market Risk Specialist with strong experience in configuring and supporting Murex Risk modules (MRA, VaR, SIMM, Greeks). You will manage market risk setup, reporting, and regulatory alignment across Front Office, Risk, and IT. Key Responsibilities: Configure and support Murex Risk Engine (MRA), VaR, Greeks, Risk Matrices, SIMM. Maintain market data (curves, vol surfaces, historical data) and validate pricing/risk results. Support P&L Explain, sensitivities, stress testing, limits monitoring. Build/automate risk reports (Datamart, SQL, Python) and support regulatory requirements (Basel III, FRTB, SIMM). Troubleshoot risk workflows and collaborate with FO/Risk/IT teams. Requirements: 5+ years Murex risk experience (MRA, Simulation, Risk Matrices, VaR). Strong knowledge of market risk, Greeks, VaR, stress testing, P&L Explain. Exposure to IR, FX, Equity, Credit, Commodities, Options. SQL, Python or Shell scripting, Datamart, market data setup. Familiarity with Basel III, FRTB, SIMM / SA-CCR frameworks. Thanks & Regards Rahul Kumar Contract no: Email id:

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