Murex Production Support (Market Risk +EOD)

Troubleshoot and resolve daily production issues related to Market Risk calculations, Value at Risk (VaR), stress testing, and P&L attribution frameworks.

Manage Market Risk related vendor deliveries, support and closure.

Support Murex Risk Architecture (MRA) and Murex Risk Engine (MRE), ensuring accurate Value at Risk (VaR), stress testing, and sensitivities (Delta, Gamma, Vega) generation.

Provide front-line support, triage production issues, perform root cause analysis, and remediate risk calculation or workflow failures

Provide Level 2 Support for all EOD issues and making sure repeated issues are closed via problem management.

Perform EOD, create job, test run and test flow of EOD, troubleshoot issues related to failures during EOD, any user/trader issues, system failures and infrastructure issues.

Fix EOD issues, resolve issues like DataMart feeder failures, market data failure, user session running slow or session crashes and accounting EOD failures etc and escalate to Infrastructure teams.

Coordinate with vendor for reported bugs, track fixes, deploy re-test and ensure quality on the technical deployment. Liaise with to run diagnostics and troubleshooting for EOD issues.

Perform sanity checks in Murex UI such as workflows, real time data etc.

Perform ad hoc operational requests such as generating of on demand reports, file transfer, housekeeping activities

8 to 12 years of total experience,

Murex Production support experience is a must.

Good domain knowledge and in depth understanding on trade life cycle of various asset classes including Forex, Derivatives, Fixed Income and Money Market.

5-10 years of experience in Murex market risk management and 3-5 years of experience in Murex Environment.

Murex Market risk experience, including VaR, SIMM, and FRTB.

Proficient with murex EOD architecture, key services and end to end process.

Knowledge of Scheduling tool such as control M, Autosys

Knowledge of DB fundamentals such as query plan, SQL, indexing.

Datamart Dynamic tables/Feeders/batch Configuration, scanner templates, processing script definition