We are seeking a hands-on Murex Techno-Functional Engineer with solid Market Risk expertise to act as the primary SME for Murex Market Risk (MLC/MRE) configurations, risk calculations, and regulatory risk reporting. The ideal candidate will combine deep Market Risk domain knowledge (VaR, Stress Testing, FRTB, sensitivities, and limits management) with hands-on Murex MX.3 technical expertise. The role includes optimizing Market Risk EOD processing, supporting production operations, troubleshooting risk calculation issues, and driving automation and platform improvements.

Key Responsibilities:
Market Risk SME & Configuration
Serve as the primary SME for Murex MRE (Market Risk Engine) and MLC (Limits Controller) modules.
Configure and maintain Market Risk calculations, including VaR, Stress Testing, and xVA.
Manage risk matrices, scenario definitions, and exposure calculation methodologies.
Design MLC reports, LRB tasks, and Datamart risk reports with performance optimization.
Support FRTB implementation, Basel III compliance, and regulatory risk reporting.




Act as the primary interface between Market Risk stakeholders and technology teams, translating risk methodology and reporting requirements into Murex configurations and solutions.
Market Risk EOD Batch Processing & SLA Management
Design and optimize Market Risk EOD batch workflows to meet strict SLA requirements.
Monitor and manage critical batch jobs, including Market Risk risk calculations, PnL generation, and regulatory reporting.
Implement automated batch monitoring with real-time alerting for job failures and SLA breaches.
Perform batch optimization to improve processing times.
Establish parallel processing strategies for compute-intensive risk calculations.
Level 3 Production Support
Develop and maintain scripts (Python, Shell) for automated health monitoring and log analysis.
Support the existing Murex technical architecture across production and non-production environments.
Conduct incident investigation,

📌 Market Risk Murex Techno Functional Engineer(SME) _ Exp: 10+ Years (India)
🏢 Atyeti
📍 India