Murex Analyst
lokalizacja: Polska (remote)
numer referencyjny: 1197833/jobs.pl
forma zatrudnienia: Pełny etat
For our client, an American consulting company supporting international banking clients, we are looking for an experienced Senior Murex Technical Consultant - FX & Options to join long‑term strategic Murex projects within the FX Cash and FX Options area.
What you will do
In this role, you will be responsible for defining and analyzing business requirements, supporting pricing and risk architecture, and ensuring robust integration of FX and Options products within Murex environments. You will work closely with Trading, Quants, Market Risk, IT, and other global stakeholders.
Key Responsibilities
Gather, structure, and prioritize business requirements from Trading, Quants, and Operations for FX Cash & Options.
Document end‑to‑end trade lifecycle: trade capture, pricing, booking, risk, fixings, expiries, exercises, and barrier monitoring.
Analyze and classify errors from logs (MxML Exchange, pricing engines, market data loaders).
Execute and document recovery procedures (reprocessing, feed replay, lifecycle event resynchronization).
Align pricing models with internal architecture (Black‑Scholes, Local Vol, Heston/SABR; smile/skew treatment; correlation and forward points).
Partner with Quants to integrate pricing engines and market data: FX curves, IR curves, volatility surfaces, correlation matrices.
Produce and validate functional specifications for enhancements (risk views, Greeks, scenarios, P&L explain).
Coordinate UAT including complex edge cases for exotic derivatives (barriers, digitals, touch/no-touch, Asian, quanto, multi‑asset).
Escalate issues to Murex support when out of internal scope.
Support technical integration through scripting, log analysis, consistency checks, and data validation.
What you will need to succeed in this role
Required Experience & Qualifications
Minimum 6 years of experience as a Murex Technical / IT Consultant.
Strong technical knowledge of Murex v3, including Services, MxML Exchange, and integration modules.
Hands‑on experience working with FX and FX Options workflows.
Strong understanding of valuation models and risk measures used in FX/Options (Greeks, smile dynamics, gap risk, correlation risk).
Experience with log‑based diagnostics, error classification, and incident recovery.
Good understanding of trade lifecycle events for FX & Options.
Very good English (B2+).
Functional Knowledge (Mandatory)
FX Products: Spot, Forward, Swap, NDF, NDS, multi‑leg.
Vanilla Options: European/American, implied vol, smile/skew.
Exotic Options: Barrier, Digital, Touch/No‑Touch, Asian, Cliquet, Quanto, multi‑asset.
Lifecycle Events: fixings, premium/settlement, expiries, exercises, barrier observations.
Greeks: Delta, Gamma, Vega, Theta, Rho, Vanna, Volga, Charm.
FX‑specific Risks: gap risk, smile risk, correlation risk, forward‑points impacts.
Technical Skills
Murex v3 / Murex Services
MxML Exchange, Flexible API
Market data integration (curves, vol surfaces, correlation matrices)
Python, Shell (bash), Unix
Basic SQL (Oracle/SQL queries)
Log parsing, diagnostic utilities
Agile methodologies
JIRA / GitHub
Soft Skills
Clear communication with both technical and non‑technical stakeholders.
Structured analytical mindset and ability to challenge assumptions.
Proactive incident handling and strong ownership.
Value‑driven prioritization (P&L / operational risk reduction).
Collaborative approach in multicultural, international teams.
What you will get
Fully remote work from Poland
Long‑term cooperation with a US‑based consulting company
Competitive salary or hourly rate
Participation in international FX & Options and Murex transformation projects
Professional development in a highly specialized, technical environment
What to do next
If this position matches your profile, please click “Apply" and send us your updated CV.
Hays Poland sp. z o.o. jest agencją zatrudnienia zarejestrowaną w rejestrze prowadzonym przez Marszałka Województwa Mazowieckiego pod numerem 361.
hays.pl
Hays Poland sp. z o.o. jest agencją zatrudnienia nr 361