Working in a Sanctions based role?

AsA
I work as a Data Analyst investigating payments which create alerts if made from sanctioned countries. The lists are provided by vendors and our department needs to ensure they are compliant. However there are a lot of muslim names/countries on the list. These fall under sanctions, global financial crimes, aml etc.
Is it wrong for me to work in such a deparment where I need to screen against these payments and report to audit etc?