Murex Market Risk Developer

Murex Market Risk Developer

12-Month Contract – Inside IR35 - up to £63 per hour – 40 hours a week

London based – can be fully remote

Banking sector

We are seeking an experienced Murex MX.3 Developer / Technical Consultant to support the client’s Capital Markets technology organization.

The successful candidate will have strong hands-on Murex development and configuration experience combined with a solid understanding of Capital Markets products and Market Risk processes. The individual will work closely with Market Risk, Front Office, Quantitative, Business Analysis and Technology teams to develop, enhance and support Murex solutions supporting trading and risk-management requirements.

The candidate must be comfortable working with significant overlap with New York business hours and collaborating with teams located in North America.

Key Responsibilities

• Design, develop, configure and enhance solutions within the Murex MX.3 platform.

• Work closely with Market Risk and Capital Markets stakeholders to understand business requirements and translate them into technical solutions.

• Develop and maintain Murex configurations, workflows, interfaces, reports, batch processes and data extracts.

• Support Murex components associated with Market Risk calculations, risk aggregation, sensitivities, limits and risk reporting.

• Work with risk measures

• Support integration of Murex with upstream and downstream platforms including trading systems, market data, risk platforms, data warehouses and regulatory/reporting systems.

• Perform development and configuration related to Murex interfaces, data mappings, trade feeds, market data and reference data.

• Investigate production issues involving trades, positions, market data, pricing, sensitivities and risk calculations.

• Perform root-cause analysis and implement sustainable fixes for Murex production issues.

Required Murex Skills

Candidates should have strong hands-on experience with Murex MX.3

Experience with Murex Market Risk / ERM is particularly desirable.

Capital Markets / Market Risk Knowledge

The candidate should have a good understanding of Capital Markets and preferably experience supporting a bank’s Market Risk technology organization.

Candidates do not need to be quantitative model developers, but they should be able to understand Market Risk requirements and effectively communicate with Risk Managers, Quants and Capital Markets business users.

Technical Skills

Strong experience with several of the following:

• SQL

• Oracle / relational databases

• Unix / Linux

• Shell scripting

• Python

• Java

• XML / JSON

• REST APIs / integration technologies

• Git or equivalent source-control tools

• CI/CD and DevOps processes

• Batch scheduling / enterprise schedulers

Strong SQL and Unix/Linux troubleshooting skills are particularly important.

Preferred Qualifications

• 5–10+ years of Capital Markets technology experience.

• 3–5+ years of hands-on Murex MX.3 development/configuration experience.

• Experience working for a global investment bank or Capital Markets organization.

• Previous experience supporting Market Risk technology.

• Experience with large-scale Murex implementation, upgrade or transformation programs.