4 of 4 Remote/Hybrid Murex Jobs in London

Market & Liquidity Risk Business Analyst

Hiring Organisation
Adecco
Location
London, United Kingdom
Employment Type
Contract
Contract Rate
GBP Annual
Risk, Treasury, Finance and Technology functions. Technical Skills Preferred Experience With SQL Python Power BI Excel JIRA/Confluence Risk platforms such as Murex, ActiveViam, Calypso, Axiom, OneSumX or similar Candidates must show evidence of the above in their CV to be considered. Please be advised ...

Cyber Risk Business Analyst Team Lead

Hiring Organisation
INTEC SELECT LIMITED
Location
London, South East, England, United Kingdom
Employment Type
Full-Time
Salary
£120,000 per annum
experience in financial markets products: bonds, derivatives, credit, securities financing, FX, loans, deposits Strong understanding of trade lifecycle and booking processes, ideally within Murex Strong Cyber Risk expertise with Identity & Access Management (IAM) and Privileged Access Management (PAM), including: – identity lifecycle (joiner–mover–leaver)– authentication vs authorisation models ...

Lead Solution Architect Endur (ETRM Gas & Power Trading)

Hiring Organisation
BP Energy
Location
South West London, London, United Kingdom
Employment Type
Work From Home
EMIR, MiFID II and ACER reporting requirements and their architectural implications for trading systems. Desirable Skills & Experience Experience with additional ETRM platforms (e.g., Murex, TriplePoint/Aspect, Brady, Allegro) for comparative architectural insight and migration planning. Working knowledge of Foundry (Palantir) or equivalent analytical platforms for downstream data ...

Quantitative Developer

Hiring Organisation
LANCESOFT LTD
Location
London, United Kingdom
Employment Type
Contract
Contract Rate
GBP 85 Hourly
model correctness and ignore performance considerations, whereas this role requires both numerical accuracy and production efficiency. Candidates from organizations or platforms such as Murex, Calypso, Numerix, or similar derivatives pricing environments will be highly preferred because of their exposure to institutional pricing libraries and OTC market conventions. ...