murex support engineer market risk

First Derivative is expanding its Murex offerings in Switzerland.

• Provide L2/L3 on-call support for Murex Market Risk, including intraday and end-of-day risk runs
• Diagnose and resolve incidents affecting market risk calculations, sensitivities, market data inputs, and risk reporting outputs
• Investigate discrepancies in risk results and trace issues across trade data, market data, valuation, and risk calculations
• Implement approved Murex Market Risk configuration changes and validate them across environments
• Collaborate with the Murex centre of excellence and vendor support on escalated product-level issues
• Maintain environment health, including batch monitoring, data loads, interface checks, and housekeeping
• Ensure SLA adherence and keep incident records, runbooks, and knowledge articles current
• Support regression testing of Murex Market Risk functionality ahead of releases and upgrades

• 7+ Years of hands-on Murex MX.3 experience, ideally with significant Market Risk functional and production support expertise
• Strong functional knowledge of Murex Market Risk, including sensitivities, VaR, stress/scenario analysis, P&L, and risk reporting
• Strong understanding of the relationship between trades, market data, valuation, and downstream market risk calculations within Murex
• Experience investigating market risk calculation and reporting discrepancies within Murex
• Strong SQL skills for data investigation, reconciliation, and analysis of risk outputs
• Strong understanding of Murex architecture, including market risk processing, market data, batch processing, and interfaces
• Experience with Unix/Linux server environments and batch job monitoring
• Basic scripting skills, such as shell or Python, for troubleshooting and automation
• Knowledge of incident, problem, and change management processes
• Будет плюсом: ITIL Foundation, Murex certification, formal Murex training

• Relocation to Switzerland