Murex Consultant

NTT Data Americas, Inc.; Toronto; On-site; CAD 120,000 - 170,000; Full time

Job summary

NTT Data Americas, Inc. is seeking a senior Murex MX.3 specialist to design, develop, configure and enhance Murex MX.3 solutions for Market Risk and Capital Markets.

This role requires collaboration with risk stakeholders to translate business requirements into technical configurations, reports and data extracts, including VaR, ES, stress testing and P&L explanations. You will contribute to risk reporting and support FRTB workflows.

Qualifications

• 5–10+ years overall, with 3–5+ years of hands-on Murex MX.3 experience preferred.
• 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.
• FRTB-related calculations and reporting.

Responsibilities

• Design, configure and maintain Murex MX.3 configurations and workflows.
• Collaborate with Market Risk and Capital Markets stakeholders to map business requirements to technical solutions.
• Develop reports, batch processes and data extracts within Murex MX.3.
• Support risk calculations, risk aggregation, sensitivities and P&L explains.
• Perform FRTB calculations and related reporting.

Skills

Murex MX.3

Market Risk

P&L Explain

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

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