- Risk Factor management

Req ID: 388665
NTT DATA strives to hire exceptional, innovative and passionate individuals who want to grow with us.
If you want to be part of an inclusive, adaptable, and forward-thinking organization.
We are currently seeking a Murex MX.3 Developer to join our team in Mexico, México (MX-MEX), Mexico (MX).
EST Working hours
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:
- 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
- Support integration of Murex with upstream and downstream platforms including trading systems, market data, risk platforms, data warehouses and regulatory/reporting systems

📌 MurexDeveloper (Toluca de Lerdo)
🏢 Ntt Data North America
📍 Toluca de Lerdo