Senior Market Risk Consultant - PolyPath/Murex

We are looking for an experienced Senior Market Risk Consultant with strong hands-on PolyPath experience to support a major financial services/banking environment in London.

Mandatory Requirement

PolyPath experience is mandatory. Candidates without relevant PolyPath experience will not be considered.

Experience with Murex Market Data/Murex Risk Management is also highly relevant, particularly where combined with strong Market Risk, pricing, valuation and risk analytics experience.

Key Skills & Experience

• Strong hands-on PolyPath experience - mandatory
• Strong experience in Market Risk
• Experience with Murex, particularly:
  • Murex Market Data
  • Murex Risk Management
• Strong Python programming skills
• Strong Java development skills
• Experience with risk modelling, valuation and risk analytics
• Strong understanding of pricing, sensitivities and risk measures
• Experience with VaR, stress testing and scenario analysis
• Experience working with Front Office, Risk, Finance and/or Model teams
• Strong understanding of financial markets and investment banking environments

Product/Market Risk Experience

Experience across Fixed Income and Structured Products would be highly beneficial, including exposure to areas such as:

• Fixed Income
• Structured Products
• MBS/Mortgage-Backed Securities
• CMO/Collateralised Mortgage Obligations
• Securitised products

Responsibilities

• Support and enhance Market Risk platforms and applications, with a strong focus on PolyPath.
• Work on market risk calculations, valuation and risk analytics.
• Support pricing sensitivities, VaR, stress testing and scenario analysis.
• Work closely with Front Office, Risk, Finance and Model teams.
• Analyse and improve risk models, processes and valuation tools.
• Support integration and technical enhancements across risk platforms.
• Develop and maintain solutions using Python and Java.
• Contribute to improvements across Market Data and Risk Management capabilities.

Ideal Candidate

The ideal candidate will be a senior Market Risk professional with proven PolyPath experience, strong technical skills in Python and Java, and a good understanding of financial markets, risk analytics and valuation.

Experience with Murex will be highly valuable, particularly Murex Market Data and Risk Management.

Mandatory

• PolyPath - Mandatory
• Market Risk
• Python
• Java

Highly Desirable

• Murex Market Data
• Murex Risk Management
• Fixed Income/Structured Products
• MBS/CMO/Securitisation
• VaR/Stress Testing/Scenario Analysis
• Pricing & Valuation
• Investment Banking/Financial Services

Please note: Candidates without relevant PolyPath experience cannot be considered.

If you have the required PolyPath and Market Risk experience and are available for a London hybrid contract, please apply with your latest CV.