Murex Support Engineer - Market Risk

Here at First Derivative, we are looking to expand our Murex offerings in Switzerland, and we are looking for a Murex Support Engineer with strong Market Risk knowledge to join us! You will 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 will also work closely with business users and technical teams and carry on-call responsibility for time-critical intraday and end-of-day risk processes.

We offer/Benefits

- 5 weeks of vacation

- EPAM Employee Stock Purchase Plan (ESPP)

- Enhanced parental leave

- Extended pension plan

- Daily sickness allowance insurance

- Employee assistance program

- Global business travel medical and accident insurance

- Learning and development opportunities including in-house training and coaching, professional certifications, and courses

*All benefits and perks are subject to certain eligibility requirements

- Please note that any offers will be subject to appropriate background checks

- We do not accept CVs from recruiting or staffing agencies

- For this position, we are able to consider applications from the following:

- Swiss nationals

- EU/EFTA nationals

- Third-country nationals based in Switzerland with an appropriate work permit

- Displaced people from Ukraine who are currently in Switzerland and hold, or have already applied for, S permits

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

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