job description
Join a global financial powerhouse as a Senior Murex Market Risk Developer in a fully remote role based in Bali. Our client, a top-tier Asian bank with a vast network of 500+ branches across 19 countries, is seeking a technical expert to enhance their market risk management systems using the Murex MX.3 platform.
In this high-impact role, you’ll collaborate with quantitative analysts, traders, and IT teams to develop, optimize, and maintain cutting-edge risk calculation engines, P&L attribution models, and real-time monitoring tools. Your work will directly influence trading decisions, regulatory compliance, and capital efficiency for one of Asia’s most dynamic financial institutions.
Leverage your Murex and market risk expertise in a flexible, remote-first environment while enjoying Bali’s world-class lifestyle. This is a rare opportunity to merge finance, technology, and innovation at a global scale.
Responsibility
- Design, develop, and enhance Murex MX.3 configurations for market risk calculations (VaR, Stress Testing, Sensitivities, P&L Explain).
- Automate and optimize risk reporting workflows to improve accuracy and reduce latency.
- Collaborate with front-office and middle-office teams to implement custom risk metrics and validation rules.
- Troubleshoot and resolve Murex batch processing issues related to market data, curves, and pricing models.
- Support regulatory compliance (e.g., Basel III, FRTB) by ensuring risk systems align with evolving standards.
- Mentor junior developers and provide technical guidance on Murex best practices.
- Integrate third-party market data feeds (Bloomberg, Reuters) into Murex for real-time risk analysis.
- Document system configurations, changes, and risk methodology for audit and governance purposes.
Qualifications
- 5+ years of hands-on experience with Murex MX.3 (Market Risk, Pricing, or FO modules).
- Strong proficiency in SQL, Python, or Murex Scripting Language (MSL) for data extraction and automation.
- Deep understanding of financial instruments (FX, Rates, Equities, Derivatives) and their risk factors.
- Experience with market risk methodologies (VaR, CVaR, Stress Testing, Greeks, P&L Attribution).
- Familiarity with agile development and version control tools (Git, SVN).
- Excellent problem-solving skills and ability to debug complex Murex workflows.
- Strong communication skills to liaise with stakeholders across time zones.
- Bachelor’s or Master’s degree in Finance, Computer Science, Engineering, or related fields.