Company Name: VARITE India Private Limited
About The Client:
A global IT services and consulting company, multinational information technology (IT), headquartered in Tokyo, Japan. The Client offers a wide array of IT services, including application development, infrastructure management, and business process outsourcing. Their consulting services span business and technology, while their digital solutions focus on transformation and user experience design. It excels in data and intelligence services, emphasizing analytics, AI, and machine learning. Additionally, their cybersecurity, cloud, and application services round out a comprehensive portfolio designed to meet the diverse needs of businesses worldwide.
Essential Job Functions:
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
Qualifications:
Experience: 5–10+ years overall, with 3–5+ years of hands-on Murex MX.3 experience preferred
Has to support in EST hours
How to Apply: Interested candidates are encouraged to respond/submit their updated resumes, and for additional job prospects, please visit Jobs In India – VARITE.
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📌 Murexmarket Risk Developer Pune
🏢 VARITE
📍 Pune