Murex Consultant

Creative Solutions Services, LLC; Toronto; On-site; CAD 110,000 - 170,000; Full time

Job summary

Creative Solutions Services, LLC is seeking an experienced Murex MX.3 professional to design, develop, configure and enhance MX.3 solutions for Market Risk and Capital Markets stakeholders in Toronto. The role requires 5–10+ years of overall experience with 3–5+ years in hands-on MX.3 work and involves configuring workflows, interfaces and data extracts.

You will support market risk calculations, risk aggregation, sensitivities, limits and reporting, collaborating closely with risk teams to

Qualifications

• 5–10+ years overall experience with 3–5+ years hands-on Murex MX.3 experience.
• Design, develop, configure and enhance Murex MX.3 solutions.
• Collaborate with Market Risk and Capital Markets to translate business needs into technical solutions.
• Develop and maintain Murex configurations, workflows, interfaces, reports, batch processes and data extracts.
• Support Murex components for Market Risk calculations, risk aggregation, sensitivities, limits and reporting.

Responsibilities

• Design and implement Murex MX.3 configurations and workflows.
• Analyze risk measures such as VaR, Expected Shortfall, and stress testing with stakeholders.
• Develop data extracts and reports to support risk reporting.

Skills

Murex MX.3

Market Risk

Capital Markets

Job description

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.