Johannesburg: Market Risk Specialist – Murex

MRA (Market Risk Aggregation) VaR (Value at Risk) SIMM (Standard Initial Margin Model) Greeks and Risk Matrices Maintain curves, volatility surfaces, and historical data Validate pricing and risk results Perform P&L Explain, sensitivities, stress testing, and limits monitoring Build and automate risk reports using Datamart, SQL, and sometimes Python Ensure alignment with frameworks like Basel III, FRTB, SIMM, and SA-CCR Resolve risk workflow issues and work closely with Front Office, Risk, and IT teams Job Experience and Skills Required: Experience : Minimum 3 years in Murex risk modules Strong knowledge of market risk concepts (VaR, Greeks, stress testing) Familiarity with multiple asset classes: IR, FX, Equity, Credit, Commodities, Options Technical skills: SQL , Python , scripting, and data management Understanding of regulatory frameworks (Basel III, FRTB, SIMM) Apply now!