Murex Consultant
NTT DATAToronto, ONExperience: 5–10+ years overall, with 3–5+ years of hands-on Murex MX.Design, develop, configure and enhance solutions within the Murex MX.Work closely with Market Risk and Capital Mark... Show more
Implementation consultant • toronto on
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Company Overview:
None
Job Description:
Experience: 5–10+ years overall, with 3–5+ years of hands-on Murex MX.3 experience preferred
EST working hours
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
About NTT DATA:
NTT DATA is a $30 billion trusted global innovator of business and technology services. We serve 75% of the Fortune Global 100 and are committed to helping clients innovate, optimize and transform for long term success. As a Global Top Employer, we have diverse experts in more than 50 countries and a robust partner ecosystem of established and start-up companies. Our services include business and technology consulting, data and artificial intelligence, industry solutions, as well as the development, implementation and management of applications, infrastructure and connectivity. We are one of the leading providers of digital and AI infrastructure in the world. NTT DATA is a part of NTT Group, which invests over $3.6 billion each year in R&D to help organizations and society move confidently and sustainably into the digital future. Visit us at us.nttdata.com
NTT DATA endeavors to make https://us.nttdata.com accessible to any and all users. If you would like to contact us regarding the accessibility of our website or need assistance completing the application process, please contact us at https://us.nttdata.com/en/contact-us. This contact information is for accommodation requests only and cannot be used to inquire about the status of applications. NTT DATA is an equal opportunity employer. Qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability or protected veteran status. For our EEO Policy Statement, please click here. If you’d like more information on your EEO rights under the law, please click here. For Pay Transparency information, please click here.