Murex Recognized in Chartis STORM Rankings for Quantitative Analytics and Buy-Side Risk

Ranked fifth in Quantitative Analytics50 and eighth among technology vendors in BuySideRisk50

PARIS, July 24, 2026—Murex today announced that it ranked fifth for the second consecutive year in the Chartis Quantitative Analytics50 rankings and received the Innovation in Market Risk Analytics award. The company also ranked eighth among technology vendors in the BuySideRisk50 report and received the Computational Infrastructure award.

These recognitions highlight Murex's continued investment in analytics and market risk management. MX.3 delivers a consistent cross-asset pricing and risk framework for front-office, risk and operations teams. Recent innovation combines cross-asset models, AI-driven acceleration and cloud-scale computing to support consistent pricing and risk decision-making across the enterprise.

“Consolidating our fifth-place position in Quantitative Analytics50 reflects Murex’s continued investment in shaping the future of quantitative analytics,” said Clément Lebreton, head of payoff and market data analytics, product evolution services at Murex. “By combining advanced cross-asset models, AI-powered acceleration and cloud-scale computing, we enable financial institutions to bring high-performance analytics into everyday decision-making. With MX.3, clients benefit from consistent analytics across the trade life cycle while retaining the flexibility to deploy their own intellectual property on a future-proof platform.”

“Financial institutions are managing increasingly complex portfolios, larger volumes of data and more demanding risk requirements,” said Cécile Auger, head of model risk management, product evolution services at Murex. “Our recognition for Innovation in Market Risk Analytics reflects Murex’s commitment to helping firms scale their risk management frameworks with confidence. By delivering consistent pricing and risk measures across businesses and asset classes, MX.3 enables institutions to strengthen model governance, improve transparency and make faster, risk-informed decisions.”

The BuySideRisk50 ranking highlights Murex's strengths in complex OTC derivatives, advanced XVA capabilities, high-performance risk analytics and coverage of more than 2,400 financial products across public and private markets. The report also highlights the growing relevance of sell-side-grade capabilities as major buy-side firms continue to consolidate into larger multi-strategy organizations.

“Investment firms are managing more complex, cross-asset portfolios than ever before, and they are consolidating into larger multi-strategy players,” said Pierre Laborie, head of sales enablement, investment management at Murex. “With Murex, clients can differentiate their investment strategies through integrated analytics across equities, fixed income, OTC derivatives, and private investments. Our integrated risk framework covers market, liquidity and counterparty credit risks, while MX.3's full repricing functionality supports all instruments, including the most complex derivatives. Maintaining our position among the top ten vendors in the Chartis BuySideRisk50 ranking reflects the growing importance of sell-side-grade capabilities across the buy side and the value they bring to investment managers.”

The BuySideRisk50 and Quantitative Analytics50 reports form part of Chartis Research's STORM rankings and awards program.

“Murex continues to be a strong presence across our STORM rankings and reports, placing fifth in Quantitative Analytics50 and winning the award for Innovation in Market Risk Analytics, while also ranking eighth in BuySideRisk50,” said Chartis Chief Researcher Sid Dash. “This success reflects the focus and robustness of Murex’s approach: a foundational, flexible, analytics-aligned computational infrastructure underpinned by continued innovation, especially in the area of market risk.”