8.0 - 12.0 years

8 - 17 Lacs

Hyderabad

Hybrid

Role : Linux Security Lead Key Responsibilities: Lead the architecture, design, and implementation of security features for Linux-based platforms. Define and enforce the system-wide security model covering boot process, kernel, user-space, and application-level protections. Develop and maintain Linux kernel security modules and secure access control policies. Drive implementation of Secure Boot, Measured Boot, and Trusted Boot mechanisms using UEFI, TPM, and cryptographic modules. Ensure proper hardening of Linux components including kernel configuration, filesystem permissions, device access, and syscall exposure. Integrate and validate data encryption, key management, and secure storage me...

Posted 3 months ago

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Murex Functional SME NTT Data

7.0 - 9.0 years

0 Lacs

Bengaluru, Karnataka, India

On-site

Req ID: 329080 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, apply now. We are currently seeking a Murex Functional SME to join our team in Bangalore, Karn?taka (IN-KA), India (IN). Key Responsibilities Experience : 7+ years Manage and analyse business requirements into a solution design, managing user requirements workshops and formulation of an overall solution design, modelling transactions through the system to ensure that the business requirements are met. Hands-on Techno-Functional role to analysis and propose solutions for business issues, proce...

Posted 3 months ago

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Senior Associate - Market Risk Quant PwC India

3.0 - 8.0 years

10 - 20 Lacs

Bengaluru, Mumbai (All Areas)

Work from Office

Job Description: PwC India is seeking highly skilled Market Risk to join our team. Designation: Senior Associate / Manager Location - Bangalore / Mumbai Responsibilities: Market Risk Model Development or Validation experience covering Value at Risk (VaR), Stress VaR (historical full revaluation, Taylor var approximation (delta gamma method), Monte Carlo) for linear instruments and derivative products, VaR mapping, back-testing VaR, Expected Shortfall, Market risk Stress testing Loss estimation, RWA calculation, Sensitivity & Scenario analysis and other coherent risk measures, modeling dependence: correlations and copulas, term structure models of interest rates, and volatility modeling Deep ...

Posted 4 months ago

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