We are seeking a hands-on Murex Techno-Functional Engineer with robust 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.
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📌 Market Risk Murex Techno Functional Engineer(SME) _ Exp: 10+ Years (Pune)
🏢 Atyeti
📍 Pune