Senior Market Risk, Murex Consultant
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Job Description
Lead advanced configuration and end-to-end validation of market risk processes in Murex. Collaborate across teams ensuring quality, traceability, and regulatory compliance for pricing and risk metrics.
Responsibilities:
- Liderar la configuración avanzada y optimización de Murex (MRB, Simulación, productos, market data, static data y flujos de mercado), asegurando coherencia end-to-end.
- Diseñar, ejecutar y supervisar procesos de cálculo de Pricing, P&L, P&L Explain, VaR, Stress Testing, FVA/AVA y FRTB, garantizando calidad, trazabilidad y cumplimiento regulatorio.
- Desarrollar, revisar y validar calculadoras de valoración de derivados, comparando y reconciliando resultados con Murex y analizando drivers de riesgo.
- Ejecutar y coordinar réplicas, reconciliaciones y validaciones avanzadas (Polypath vs Murex), incluyendo testeos estadísticos y análisis de sensibilidad.
- Revisar y mejorar modelos, metodologías y flujos de proceso (trade capture, market data, static data, cargas, réplicas y reporting), proponiendo mejoras funcionales y de control.
- Colaborar estrechamente con equipos de Riesgos, IT, Front Office y Validación en proyectos regulatorios y de migración de sistemas.
Requirements:
- Formación superior en Matemáticas, Física, Ingeniería, Economía, Finanzas o similar.
- Experiencia sólida en entornos de Riesgo de Mercado, Validación Interna o Model Risk Management.
- Conocimientos avanzados en Murex, especialmente en MRB, Simulación, Productos y datos estáticos.
- Dominio de métricas de Riesgo de Mercado:
- – Pricing y P&L
- – P&L Explain
- – VaR y Stress Testing
- Experiencia en:
- – Desarrollo y ejecución de pruebas de datos
- – Reconciliaciones Polypath vs Murex
- – Ejecución de réplicas y análisis de resultados
- – Revisión de procesos y flujos de información
- Inglés alto o bilingüe, hablado y escrito (proyecto internacional con US).
- Conocimientos avanzados de Python para análisis, automatización, validaciones y reporting.
- Se valorará especialmente:
- – Participación en proyectos de migración de sistemas de riesgo
- – Experiencia en documentación regulatoria
- – Excelente capacidad de comunicación e interlocución con Riesgos, IT, Front Office y Validación.
Benefits:
- Modalidad híbrida/remota según proyecto y necesidades de cliente.
- Crecimiento Profesional: Formación continua, certificaciones técnicas y acceso a nuestra Expleo Academy.
- Tiempo para Ti: 24 días de vacaciones al año, más los días 24 y 31 de diciembre.
- Entorno Colaborativo: Cultura de apoyo, aprendizaje y trabajo en equipo en proyectos de alto impacto.
- Bienestar y Conexión: Clubes deportivos, eventos internos y actividades sociales durante todo el año.
- Beneficios Flexibles: Seguro médico, cheques restaurante, guardería y otros beneficios personalizables.
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