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Murex MX.3 Market Risk Developer
VARITE INDIA PRIVATE LIMITED
๐ฎ๐ณ India
On-site
4 weeks ago
- AI
- Machine Learning
4 weeks ago
Not enough detail in this posting to match
About The Client:
A global IT services and consulting company, multinational information technology (IT), headquartered in Tokyo, Japan. The Client offers a wide array of IT services, including application development, infrastructure management, and business process outsourcing. Their consulting services span business and technology, while their digital solutions focus on transformation and user experience design. It excels in data and intelligence services, emphasizing analytics, AI, and machine learning. Additionally, their cybersecurity, cloud, and application services round out a comprehensive portfolio designed to meet the diverse needs of businesses worldwide.
Essential Job Functions:
- Design, develop, configure and enhance solutions within the Murex MX.3 platform.
- Work closely with Market Risk and Capital Markets stakeholders to understand business requirements and translate them into technical solutions.
- Develop and maintain Murex configurations, workflows, interfaces, reports, batch processes and data extracts.
- Support Murex components associated with Market Risk calculations, risk aggregation, sensitivities, limits and risk reporting.
- Work with risk measures including, as applicable:
- VaR / Historical VaR
- Expected Shortfall
- Stress Testing
- Sensitivities / Greeks
- P&L and P&L Explain
- Market Risk Limits
- Risk Factor management
- FRTB-related calculations and reporting
- Risk Concepts
- VaR
- Expected Shortfall
- Stress Testing
- Greeks / Sensitivities
- DV01 / PV01
- P&L Explain
- Risk Factors
- Scenario Analysis
- Limit Monitoring
- Historical Simulation
- Full Revaluation
- FRTB
- Experience: 5โ10+ years overall, with 3โ5+ years of hands-on Murex MX.3 experience preferred
- Has to support in EST hours
Unlock Rewards:Refer Candidates and Earn.
If you're not available or interested in this opportunity, please pass this along to anyone in your network who might be a good fit and interested in our open positions. VARITE offers a Candidate Referral program, where you'll receive a one-time referral bonus based on the following scale if the preferred candidate completes a three-month assignment with VARITE.
Experience Level Bonus Referral:
| 0-2 years | INR 5,000 |
| 2-6 years | INR 7,500 |
| 6+ years | INR 10,000 |
About VARITE: VARITE is a global staffing and IT consulting company providing technical consulting and team augmentation services to Fortune 500 Companies in USA, UK, CANADA and INDIA. VARITE is currently a primary and direct vendor to the leading corporations in the verticals of Networking, Cloud Infrastructure, Hardware and Software, Digital Marketing and Media Solutions, Clinical Diagnostics, Utilities, Gaming and Entertainment, and Financial Services.
Equal Opportunity Employer:
VARITE is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all employees. We do not discriminate based on race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, marital status, veteran status, or disability status.
Murex MX.3 Market Risk Developer ยท VARITE INDIA PRIVATE LIMITED