Market Risk Consultant - Murex/Financial Markets

Description:

At NTT DATA, we know that with the right people on board, anything is possible. The quality, integrity, and commitment of our employees are key factors in our company's growth, market presence and our ability to help our clients stay a step ahead of the competition. By hiring the best people and helping them grow both professionally and personally, we ensure a bright future for NTT DATA and for the people who work here.

NTT DATA, Inc. currently seeks a "Market Risk Consultant - Murex/Financial Markets" to join our team in "New York, NY". [Hybrid 3-4 days/week to onsite is must]

Role Overview


We are seeking an experienced Murex MX.3 Developer / Technical Consultant to support Mizuho's Capital Markets technology organization.


The successful candidate will have strong hands-on Murex development and configuration experience combined with a solid understanding of Capital Markets products and Market Risk processes.


The individual will work closely with Market Risk, Front Office, Quantitative, Business Analysis and Technology teams to develop, enhance and support Murex solutions supporting trading and risk-management requirements.


The candidate can be based offshore or in Canada, but must be comfortable working with significant overlap with New York business hours and collaborating with teams located in North America.

Key Responsibilities


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:


O VaR / Historical VaR


O Expected Shortfall


O Stress Testing


O Sensitivities / Greeks


O P&L and P&L Explain


O Market Risk Limits


O Risk Factor management


O FRTB-related calculations and reporting


Support integration of Murex with upstream and downstream platforms including trading systems, market data, risk platforms, data warehouses and regulatory/reporting systems.


Perform development and configuration related to Murex interfaces, data mappings, trade feeds, market data and reference data.


Investigate production issues involving trades, positions, market data, pricing, sensitivities and risk calculations.


Perform root-cause analysis and implement sustainable fixes for Murex production issues.


Participate in design reviews, code/configuration reviews, testing and release-management activities.


Develop automated or reusable solutions to improve operational efficiency and reduce manual intervention.


Support SIT, UAT, regression testing and production implementation.


Coordinate with geographically distributed development, infrastructure, production support and business teams.


Provide technical documentation covering design, configuration, interfaces, deployment and operational procedures.

Required Murex Skills


Candidates should have strong hands-on experience with Murex MX.3, preferably covering several of the following areas:


Murex MX.3 development and configuration


Murex Market Risk / Enterprise Risk Management


Murex DataMart


Murex Reporting


Murex Workflows


Murex Interfaces / Integration


Murex trade and market-data processing


Murex batch processing


Murex static/reference data


Murex environments and deployment processes


Murex troubleshooting and production support


Experience with Murex Market Risk / ERM is particularly desirable.

Capital Markets / Market Risk Knowledge


The candidate should have a good understanding of Capital Markets and preferably experience supporting a bank's Market Risk technology organization.


Knowledge of several of the following is preferred:


Asset Classes


Fixed Income


Interest Rate Derivatives


FX / FX Derivatives


Credit / Credit Derivatives


Equities / Equity Derivatives


Money Markets


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


Candidates do not need to be quantitative model developers, but they should be able to understand Market Risk requirements and effectively communicate with Risk Managers, Quants and Capital Markets business users.

Technical Skills

• Strong experience with several of the following:
• SQL
• Oracle / relational databases
• Unix / Linux
• Shell scripting
• Python
• Java
• XML / JSON
• REST APIs / integration technologies
• Git or equivalent source-control tools
• CI/CD and DevOps processes
• Batch scheduling / enterprise schedulers
• Strong SQL and Unix/Linux troubleshooting skills are particularly important.

Preferred Qualifications

• 5-10+ years of Capital Markets technology experience.
• 3-5+ years of hands-on Murex MX.3 development/configuration experience.
• Experience working for a global investment bank or Capital Markets organization.
• Previous experience supporting Market Risk technology.
• Experience with large-scale Murex implementation, upgrade or transformation programs.

Enable Skills-Based Hiring No ICIMS RR ID #
Additional Details

• Skill Category : Niche
• ICIMS RR ID # : NA
• Client Name : Mizuho Americas
• Engagement Type : T&M Competitive 1-3
• Vertical : BFS
• Must-Have Primary Skill : Business Analysis-Market Assessment-Business Case Development
• Primary Skill: Yrs Experience : Expert (5+ Years Experience)
• RC- Domain : Business Process/Requirements/Advisory
• RC- Subdomain : 8 - Requirements Elicitation and Analysis, Business Analysis ITOE, Agile,Data Analysis, Planning and Monitoring, Hybris, Technical Writing, Information Security, Business Architecture, Functional Areas
• RC- Role : Business Analyst
• RC- Experience Level : III
• RC- Geo Tier : US-3
• RC- Exception Required : No
• COVID-19 Vaccine Required? : (No Value)
• Client-Accepted Visa Types : (No Value)