Murex Market Risk

Murex Market Risk Configuration:

• Implement and configure Market Risk modules in Murex, including VaR (Value at Risk), Stress Testing, Sensitivity Analysis, and Limits Monitoring.
• Customize risk computation methodologies and risk factor modeling in Murex.

Risk Analytics & Reporting:

• Work with risk managers to analyze market risk exposure across different asset classes (FX, Equities, Fixed Income, Commodities, Derivatives).
• Develop risk reports and dashboards for regulatory and internal risk monitoring.

Regulatory Compliance & Reporting:

• Ensure compliance with Basel regulations, FRTB, and other risk management frameworks.
• Assist in the implementation of risk-related regulatory reporting requirements.

Stakeholder Collaboration:

• Act as a bridge between Business, Risk, IT, and Murex Support teams to align system functionalities with business needs.
• Engage with traders, risk managers, and compliance teams to gather requirements and provide Murex risk solutions.

System Integration & Testing:

• Work on integration of Murex with other risk management tools and market data providers.
• Conduct UAT (User Acceptance Testing) and troubleshoot issues related to risk calculations and reporting.

Performance Optimization:

• Monitor and enhance the performance of Murex risk calculations.
• Optimize processes for better efficiency in risk exposure analysis.

Support & Maintenance:

• Provide ongoing support for Market Risk configurations and related Murex functionalities.
• Troubleshoot and resolve Murex risk-related incidents and system issues.