Murex Support Engineer - Market Risk
Hybrid in Switzerland: Lausanne
Murex
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Find me a jobYou provide hands-on L2/L3 functional and production support for Murex MX.3 Market Risk, diagnosing and resolving complex risk issues, implementing configuration changes and ensuring critical market risk processes operate reliably. You work closely with business users and technical teams and carry on-call responsibility for time-critical intraday and end-of-day risk processes.
Responsibilities
- 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
Requirements
- 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
- 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; ITIL Foundation preferred
- Murex certification or formal Murex training preferred
- Language: fluent English required
