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Risk Consultant

Murex is a global fintech leader in trading, risk management and processing solutions for capital markets.

Operating from our 19 offices, 3 400 Murexians from over 65 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world.

Join Murex and work on the challenges of an industry at the forefront of innovation and thrive in a people-centric environment. You’ll be part of one global team where you can learn fast and stay true to yourself.

The Team:

You’ll be part of one global team where you can learn fast and stay true to yourself.

The Risk consulting team delivers proactive, personalized support to our clients in the Capital Markets industry in the Americas.

Murex Risk consultants provide tailored solutions to our clients throughout pre-sales, implementations and production support

What you’ll do​:

  • Provide proactive and high-quality support to Murex clients who are using the Risk modules of the MX platform.
  • Validation and analysis of financial products, related models and risk profiles of both vanilla and exotics
  • Functional design and technical mapping to tailor Murex solutions to client’s business
  • Ensure successful follow up of client cases, from notification to resolution and validation.
  • Gathering requirements, performing configurations, tests and assistance to clients during software implementation.
  • Understand the client business and deliver, within project timelines, a high-quality solution using Murex best practices.
  • Conduct training sessions / participate in the design / development of training materials / documentation in the area(s) of his/her domain both internally at Murex and for clients.
  • Participate in the preparation of demos and workshop. Assist in presales demos/workshops.

Who you are:

  • Degree in Computer Science, Engineering, Financial Engineering, Applied Finance, or Mathematics
  • CFA, CQF and/or FRM preferred
  • 1 to 4 years of relevant functional/technical experience
  • Strong understanding of financial risk management, financial markets, and products
  • Knowledge of SQL (Oracle and/or Sybase) and Unix commands is a plus
  •  Possess excellent analytical skills, as well as strong communication skills both internally and externally.
  • Proven track record of being a team player and a strong sense of responsibility to ensure completion of assigned tasks.
  • Ability to travel

Why you should join us:

  • Join a market leader boasting a 35+ year track record in a growing and dynamic industry.
  • Be part of an inclusive team with a strong people-first focus.
  • Agile collaboration with colleagues with diverse backgrounds.
  • An international environment offering prospects for global work.
  • Best Medical, dental, and life insurance.

At Murex, we believe in providing equal opportunities for all employees and job applicants. Discrimination or harassment based on race, color, religion, age, sex, national origin, disability status, genetics, protected veteran status, sexual orientation, gender identity or expression, or any other characteristic protected by federal, state or local laws is strictly prohibited. This policy applies to all aspects of employment, including recruitment, hiring, placement, promotion, termination, layoff, recall, transfer, leave of absence, compensation, and training. Our commitment to fairness and inclusivity lies at the heart of everything we do.

Trading Consultant

Murex is a global fintech leader in trading, risk management and processing solutions for capital markets.

Operating from our 19 offices, 3 400 Murexians from over 65 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world.

Join Murex and work on the challenges of an industry at the forefront of innovation and thrive in a people-centric environment. You’ll be part of one global team where you can learn fast and stay true to yourself.

The team​:

As a Trading Consultant at Murex, you will be responsible for delivering exceptional support and services to our clients within your area of expertise, adhering to Murex’s high standards. You will play a pivotal role in ensuring client satisfaction and success through effective communication, problem-solving, and hands-on involvement in various projects.

What you’ll do​:

Understood client business needs, comunicate internally, get feedback on posible solutions, test and deliver to client and follow up with them until deployment. This work method  will be applied on the following list of task:

  • Client Support: Provide expert support to clients by addressing and resolving open cases promptly. Ensure a seamless follow-up process to maintain strong client relationships.
  • Project Contribution: Actively participate in all phases of company projects, including upgrades, migrations, and implementations. Engage in client workshops as a dedicated stream member, ensuring that solutions meet client needs.
  • Product Evolution: Manage the correction of defects and drive product enhancements within internal product evolution streams. Contribute to the ongoing improvement of Murex’s offerings.
  • Training & Development: Conduct training sessions for both internal teams and clients, sharing your knowledge and expertise to empower others.
  • On-Site Assistance: Provide on-site support to clients as needed, with the flexibility to travel internationally.
  • Team Collaboration: Offer internal assistance to senior team members when required, fostering a collaborative and supportive work environment.

Who you are:

  • Educational Background: Bachelor’s degree in a relevant field.  CFA, CQF and/or FRM preferred
  • Experience: A minimum of 2 years of experience in trading, finance, or capital markets.
  • Technical Knowledge: Strong understanding of foreign exchange, bonds (both local and international), currency and rate derivatives, commodities, and equities.
  • Programming Skills: Familiarity with programming logic and best practices, including basic knowledge of programming languages and database management (e.g., SQL).
  • Communication: Excellent communication skills, with fluency in English being essential.

Why you should join us:

  • Join a market leader boasting a 35+ year track record in a growing and dynamic industry.
  • Be part of an inclusive team with a strong people-first focus.
  • Agile collaboration with colleagues with diverse backgrounds.
  • An international environment offering prospects for global work.
  • Best Medical, dental, and life insurance.

At Murex, we believe in providing equal opportunities for all employees and job applicants. Discrimination or harassment based on race, color, religion, age, sex, national origin, disability status, genetics, protected veteran status, sexual orientation, gender identity or expression, or any other characteristic protected by federal, state or local laws is strictly prohibited. This policy applies to all aspects of employment, including recruitment, hiring, placement, promotion, termination, layoff, recall, transfer, leave of absence, compensation, and training. Our commitment to fairness and inclusivity lies at the heart of everything we do.

Quant Researcher – Collaborative Cash Equities Team – daily to monthly holding period

A high-performing, research-led, collaborative, equities stat arb team in London is hiring a Quant Researcher to drive alpha and signal generation. This is a rare chance to join a lean pod where researchers have real ownership, strong engineering support around them, and a clear mandate across cash equities.

 

Scope:

  • Research, design, and validate alpha signals for cash equities stat arb strategies
  • Build robust feature sets from market, fundamental, and alternative datasets
  • Run disciplined backtesting and statistical validation to avoid overfitting
  • Translate research into production-ready signals in collaboration with engineering
  • Monitor live performance and iterate on signals as market regimes shift
  • Contribute to idea generation and the team’s evolving research framework

 

Ideal profile:

  • 2 to 5 years of experience in systematic equity research.
  • Strong statistical intuition and a rigorous research process (hypothesis, testing, validation)
  • Solid programming skills (Python required; familiarity with research-to-production workflows is a plus)
  • Experience working with equities data and market microstructure awareness preferred
  • Candidates from prop trading environments are interesting, but top long-only / fundamental researchers with a systematic mindset are also of interest.
  • Comfort working in a small, high-accountability team where your work has visible impact

 

Nice to have

  • Single-stock research exposure with a clear, testable signal mindset
  • Experience with factor research, statistical arbitrage, or systematic equities strategies
  • Familiarity with portfolio construction concepts and risk-aware signal development
  • CQF qualification.

 

Logistics

  • London-based role, on-site
  • No remote / overseas-based working
  • Visa sponsorship available
  • Hiring timeline: next 1 to 2 months

 

If you’re a mid-level researcher who wants genuine signal ownership and a direct line between your work and PnL, this is the kind of seat that doesn’t come up often.

Head of Commodities, Portfolio Manager

A hedge fund client of ours is hiring a senior Commodities Portfolio Manager to lead the Commodities sleeve and run risk independently with full PnL accountability. This is a true risk taking seat. The mandate is focused on cross-commodity relationship trading expressed in paper markets. Candidates must be fully comfortable running a book primarily via listed and cleared instruments.

The PnL engine should come from pricing relationships across commodities and closely linked markets, with disciplined control of outright and curve exposure. The platform is not hiring a single commodity specialist running a vertical book, and it is not hiring a directional macro commodities PM.

Strategies should be implemented through futures, swaps, and options (and related cleared structures), with a focus on cross-market dislocations that do not rely on persistent outright beta. Directional risk is permitted but capped: up to 30% of the book’s risk budget may be allocated to outright or curve driven views. The remaining risk is expected to be deployed in cross commodity relationship structures

 

Responsibilities

  • Own commodities PnL end to end: idea generation, trade construction, sizing, hedging, and day to day risk management.
  • Build and run a diversified cross-commodity book with strict limits on outright exposure and curve sensitivity.
  • Develop repeatable processes for signal formation, scenario analysis, and performance monitoring through different regimes.
  • Apply disciplined risk management: exposure transparency, stress testing, and drawdown control.
  • Partner with execution to optimise implementation costs, slippage, and risk transfer in liquid paper markets.
  • Set the standards for portfolio construction and risk discipline within the Commodities sleeve.

 

Not a fit

  • Candidates whose background is primarily physical commodities trading, logistics, or supply chain.
  • Single vertical specialists where most risk and PnL sits in one complex (metals only, crude only, gas only).
  • Directional macro, trend, or carry led commodities books.
  • Approaches where returns are primarily explained by outright moves or sustained curve positioning.

 

Requirements

  • Proven track record running a commodities book in paper markets, with cross-commodity relationships as a primary driver of returns.
  • Strong understanding of how commodities are priced across markets and how relationships behave under stress.
  • Ability to operate as an independent risk taker with full accountability for outcomes.
  • Strong implementation and execution awareness in liquid derivatives.
  • CQF if quant.

Systematic Fixed Income ETFs Quant Trader (Mid to Senior) | Market Making / Prop / Hedge Fund Background

A leading electronic trading firm is hiring a mid to senior quant trader to own and scale a systematic fixed income ETFs mandate focused on ETF market making and market taking. This is an extremely hands-on front office seat. You will build, trade, and improve production systems yourself. This is not an oversight role and not a junior hire.

You will run a systematic ETF business that combines liquidity provision (market making) with selective liquidity taking (market taking) when the models indicate it is favorable. Responsibilities include:

  • Systematic ETF pricing and quoting across fixed income ETFs with disciplined spread, skew, and size logic.
  • Systematic RFQ response and automation, including quote decisioning, hit rate management, and execution quality monitoring.
  • Market taking logic: when to aggress, how to size, and how to manage impact and adverse selection.
  • Inventory and hedge management, including robust rules for when to warehouse risk vs flatten, and how to hedge efficiently.
  • ETF mechanics work where relevant, including create redeem, basket behavior, and ETF arbitrage style opportunities.
  • Continuous production monitoring: performance attribution (spread capture vs position taking), slippage diagnostics, regime detection, and strategy hardening.

 

Proven experience in one or more of:

  • ETF market making (electronic or systematic) in fixed income ETFs.
  • Systematic trading in rates or credit with direct fixed income ETF linkage (pricing, RFQ, execution, hedging, relative value).
  • Quant research that has shipped into live trading, pricing, or execution systems.
  • Strong microstructure intuition: you understand adverse selection, liquidity regimes, and how costs dominate naïve models.
  • Strong coding and production ownership:
  • Python for research and analytics
  • C++ or similar is a plus for production performance.
  • Track record of taking ideas end to end: research, implementation, production, monitoring, improvement.

 

Nice to have

  • Flow prediction or systematic handling of predictable ETF flow patterns.
  • Optimization or decision frameworks applied to quoting, hedging, and execution.
  • CQF qualification.

 

What success looks like

  • You can improve quote quality and hit rate without getting picked off.
  • You can run inventory and hedges intelligently through changing regimes.
  • You can design market taking rules that add edge net of costs and adverse selection.
  • You build systems that survive reality: bad data, weird prints, liquidity cliffs, and sudden regime shifts.

Head of Systematic Futures

Our hedge fund client is looking to hire a Head of Systematic Futures. The role owns the direction of the futures program end to end: data, signal research, portfolio design, and the pathway from research into live trading in partnership with engineering and execution. The focus is on building a durable, scalable futures framework that integrates cleanly with an established multi-asset systematic investment process with a holding period of intraday to 30 days.

 

Key Responsibilities

  • Define and execute the futures research roadmap, including data acquisition, signal development, and model evaluation across global futures markets.
  • Create and enforce strong research hygiene: reproducible experiments, robust validation, sensitivity analysis, and continuous performance diagnostics.
  • Work alongside engineers to evolve the research and trading stack, improving tooling, data pipelines, backtest realism, and production stability.
  • Oversee strategy implementation and iteration, partnering with execution specialists to incorporate cost, slippage, liquidity, and turnover constraints.
  • Coordinate with risk stakeholders to design exposure frameworks, stress scenarios, limits, and capital deployment rules specific to futures.
  • Communicate results to senior decision-makers with clear narratives around edge, capacity, risk, and expected behaviour through regimes.

 

Candidate Profile

  • Significant experience building and running systematic futures strategies in a live environment (typically 5+ years).
  • Strong academic background in a quantitative discipline (e.g., maths, stats, CS, physics, engineering); advanced degree is a plus.
  • Track record of leading research, managing a small team, or acting as the technical owner for a strategy suite.
  • Excellent modelling and statistical judgement, with a practical approach to avoiding overfit and ensuring robustness out of sample.
  • Expert Python skills and professional engineering habits suitable for research that must translate into production.

 

Desirables

  • Transaction cost modelling, portfolio construction, and implementation research experience.
  • Familiarity with futures market structure and the realities of execution across rates, FX, equity index, and commodities.
  • CQF qualification

Working Student / Intern – Energy Trading

We are shaping the future of energy through intelligent charging and energy solutions for electric mobility. As part of the Volkswagen Group, we are building one of the first fully integrated charging and energy platforms for drivers and fleet managers of electric vehicles. Our mission is to make energy usage simple, smart, and efficient — and to actively contribute to the energy transition.

To support our growing power trading activities, we are looking for a Working Student / Intern in Energy Trading who is eager to gain hands-on experience in energy markets, quantitative analysis, and trading operations. You will work closely with experienced traders and analysts and gain deep insights into how data, models, and market dynamics come together in a real trading environment.

If you are curious about energy markets, enjoy working with data and code, and want to help shape the future of electricity trading, we’d love to hear from you.

Possible Tasks within this Role

  • Work closely with the power trading team and contribute to ongoing initiatives and projects.
  • ⁠Support daily operational processes, gaining first-hand insight into market dynamics, data flows, and decision-making in a trading environment.
  • ⁠Assist with the development, testing, and maintenance of analytical tools and quantitative models used by the team.
  • ⁠Perform market research and data-driven analyses to support trading strategies, risk assessment, and operational improvements.
  • ⁠Provide general operational and analytical support to the team as needed, ensuring accuracy and reliability of data and outputs.
  • ⁠Continuously learn about power markets, products, and trading workflows, and proactively suggest improvements where possible.

Qualification requirements

  • Currently enrolled in a Bachelor’s or Master’s program in Mathematics, Computer Science, Engineering, Statistics, Economics, or a related quantitative field. CQF candidates or alumni highly welcome.
  • ⁠Solid programming skills in Python and SQL; experience with additional languages or tools (e.g. Git, DevOps, CI/CD, etc.) is a plus.
  • ⁠Strong analytical mindset with the ability to structure problems and derive insights from data.
  • ⁠High attention to detail and confidence working with large, complex datasets.
  • ⁠Good communication skills and the ability to collaborate effectively in a team-oriented environment.
  • ⁠Experience with machine learning and time-series data analysis is highly desirable.
  • ⁠Prior exposure to energy markets, trading, or quantitative finance (e.g. through coursework, internships, or projects) is a strong advantage.

Quantitative Analyst – Derivatives Pricing and Market

Our client is looking for a Quantitative Analyst to join the Market Risk and Derivatives Pricing team within their London office with hybrid working. You would be leading a series of regulatory and risk modelling projects including Derivative Pricing, Market Risk and CVA. To be successful in the role you will have a strong quantitative academic and technical background, a creative approach to work and effective communication skills.

You will use your quantitative modelling skills on a range of projects:

  • Model validation and testing of derivative pricing models covering equity, rates, FX, commodities asset classes; working with Front Office quants to create testing plan
  • Model build and validation of VAR, stressed VAR and IRC
  • FRTB and IBOR modelling

Qualifications and Experience Required:

  • Strong quantitative academic background (such as Computational Finance, Mathematics, Engineering, Statistics, or Physics), a PhD or Masters preferred
  • Professional Qualification e.g. CQF / CFA / FRM / PRM is advantageous
  • Modelling background, including experience in model development and model validation of derivative products pricing, market risk and CVA models
  • Significant experience in the application and justification of statistical and numerical techniques and principles of the theory of probability
  • Strong experience in any of the following software development environments: Python/Java /C++ / SQL/R/.NET
  • Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements
  • Experience in FRTB or IBOR transition would be preferred
  • Confident and credible communicator with good technical knowledge and commercial understanding

Equity Quantitative Researcher

The Equity Quantitative Researcher position is based in Mumbai and is part of the Portfolio Analytics team. The role focuses on developing data-driven models and analytics that support systematic stock selection and portfolio decision-making. This includes data processing, analyzing large datasets, researching predictive factors, and building back-tested strategies that can be effectively deployed in trading. The ideal candidate possesses strong quantitative and programming skills, along with a deep curiosity about financial markets and a drive to continuously enhance investment performance.

Responsibilities

  • Research portfolio construction and optimization in the context of large complex equity portfolios.
  • Apply cutting edge computational techniques and statistical methods to solve complex problems.
  • Stay up to date on the latest academic and industry research and challenge yourself to continually improve and challenge the way things are done.
  • Design and develop highly automated cloud-based technology stack for investment and electronic trading algorithms.
  • Build next generation systems to run hundreds of simulations for model estimation and back-testing of mathematical algorithms.
  • Run simulations on portfolio enhancements and integrate enhancements in the live investment process.
  • Provide continuous suggestions for process improvement and performance optimization.

Qualifications

  • B.E., B.Tech., M.Tech., or M.Sc. in Computer Science, Computer Engineering, Statistics, or similar discipline
  • Strong knowledge and interest in statistical modeling techniques and data science
  • Must have exceptional coding and software design ability with technical proficiency in either Python, C++, Java or C#
  • Pursuing, CFA, FRM or CQF are beneficial.
  • Must be passionate about developing well-designed scalable software.
  • Good oral and written communication skills
  • Demonstrated ability to work independently with complete ownership of projects.
  • One to three years of relevant work experience

R&R Capital Markets Tech Risk Consultant – Manager

The Opportunity

As part of the Sales & Trading Operations team you will lead the identification and addressing of client needs in risk management. As a Manager you will motivate and inspire teams, maintaining quality deliverables while managing client accounts and driving strategic planning initiatives. This role offers the chance to enhance your leadership skills, mentor junior staff, and contribute to innovative solutions in a dynamic banking and capital markets environment.

Responsibilities

  • Drive the development of innovative solutions within the banking and capital markets sector
  • Foster a collaborative team environment focused on continuous improvement
  • Uphold the firm’s standards of integrity and quality in deliverables
  • Utilize analytical skills to identify and address complex challenges

What You Must Have

  • Bachelor’s Degree
  • At least 6 years of experience in consulting or risk management

What Sets You Apart

  • Master’s Degree in Business Administration preferred
  • Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), Professional Risk Manager (PRM), or Certificate in Quantitative Finance (CQF) preferred
  • Leading day-to-day client engagements
  • Designing solutions for risk frameworks
  • Managing project plans, budgets, and reporting
  • Possessing extensive knowledge/specialization in one of the following domains: market risk, counterparty risk, credit risk or model risk
  • Contributing to proposals and thought leadership
  • Serving as primary contact for client stakeholders
  • Demonstrating regulatory knowledge and ability to interpret supervisory expectations