Experience: 5–10+ years overall, with 3–5+ years of hands-on Murex MX.3 experience preferred
Has to support in EST hours
PAN India position, Preferred location is Pune
- 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