Market Risk Specialist Murex

Johannesburg - South Africa

Monthly Salary: Not Disclosed

Posted on: Yesterday

Vacancies: 1 Vacancy

Job Summary

Reference: CFA020843-BL-1

Step into a role where technology meets risk strategy. As a Murex Risk Specialist youll be at the heart of our risk management ecosystemconfiguring advanced Murex modules optimizing workflows and ensuring compliance with global standards like Basel III and FRTB. Youll collaborate with Front Office Risk and IT teams gaining exposure to diverse asset classes and cutting-edge methodologies.
This is more than a technical positionits an opportunity to shape risk analytics influence decision-making and work with a platform trusted by the worlds leading financial institutions.

Duties & Responsibilities

MRA (Market Risk Aggregation)
VaR (Value at Risk)
SIMM (Standard Initial Margin Model)
Greeks and Risk Matrices
Maintain curves volatility surfaces and historical data
Validate pricing and risk results
Perform P&L Explain sensitivities stress testing and limits monitoring
Build and automate risk reports using Datamart SQL and sometimes Python
Ensure alignment with frameworks like Basel III FRTB SIMM and SA-CCR
Resolve risk workflow issues and work closely with Front Office Risk and IT teams

Job Experience and Skills Required:
Experience: Minimum 3 years in Murex risk modules
Strong knowledge of market risk concepts (VaR Greeks stress testing)
Familiarity with multiple asset classes: IR FX Equity Credit Commodities Options
Technical skills: SQL Python scripting and data management
Understanding of regulatory frameworks (Basel III FRTB SIMM)

Apply now!

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Reference: CFA020843-BL-1Step into a role where technology meets risk strategy. As a Murex Risk Specialist youll be at the heart of our risk management ecosystemconfiguring advanced Murex modules optimizing workflows and ensuring compliance with global standards like Basel III and FRTB. Youll collab...