Role & responsibilities

Role: Murex MX.3 Market Risk Developer

- Experience: 510+ years overall, with 35+ years of hands-on Murex MX.3 experience preferred
- Has to support in EST hours
- Hyderabad, Gurgaon, Noida, Pune, Coimbatore, Chennai, Bangalore, Preferred location is Pune

JD: 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

📌 Murex Developer (Bengaluru)
🏢 Anlage Infotech
📍 Bengaluru