130 Var Jobs

As a Risk Portfolio Analyst at Deutsche Bank in Mumbai, India, you will play a vital role in Market Risk Management & Methodology by providing an independent view of market risks to senior management. Your responsibilities will include analyzing and controlling market risk metrics, designing risk frameworks, and collaborating with Market Risk Managers and key stakeholders to ensure consistent adoption of industry standards. The Portfolio Risk team, part of the central function teams, provides a comprehensive top-down view of market risks across trading and banking, highlighting material risks and ensuring alignment with risk appetite and identification frameworks. You will be responsible for identifying top and emerging risks, performing deep dive analysis, coordinating with business aligned market risk teams, supporting ad hoc queries, and developing tools for efficient risk analysis. To excel in this role, you should possess a university degree in Economics, Mathematics, or a quantitative subject, along with 0-2 years of experience in Market Risk within the Financial Market/Investment Banking industry. An in-depth understanding of market risk measurement techniques like VaR, RNiV, Economic Capital, and IRC is essential. You should also be conversant and interested in macroeconomic and geopolitical events, proficient in MS Office (especially Excel and PowerPoint), and have strong interpersonal skills to build relationships across stakeholder groups. Deutsche Bank offers a range of benefits including a best-in-class leave policy, gender-neutral parental leaves, sponsorship for industry certifications, employee assistance programs, comprehensive insurance coverage, and health screening. You will receive training, coaching, and support from experts in the team to aid your career progression in a dynamic and diverse environment. If you are motivated to work collaboratively, think commercially, and act responsibly, Deutsche Bank welcomes your application to join a culture of excellence and empowerment where we excel together every day. Visit our company website for more information and be part of the Deutsche Bank Group. We promote a positive, fair, and inclusive work environment where all individuals are valued and celebrated.,

At Accenture, we believe your career is about what you want to be and who you want to be. It's about bringing your skills, your curiosity, and your best true self to your work. Here, you'll match your ingenuity with the latest technology to do incredible things. Together, we can create positive, long-lasting change. We are Strategy & Consulting Global Network at Accenture, empowering our people to compete, win, and grow. We develop everything they need to expand their client portfolios, optimize their deals, and enable their sales talent, all driven by sales intelligence. Join our Solution Advisory team, a specialty service within Strategy & Consulting Global Network, aligned to Accenture's priority business offerings. We are solutioning specialists with expertise in how we go-to-market, build our value proposition, and position our win strategy to our clients. This role involves joining the CFO&EV Finance team in Europe to focus specifically on Risk & Compliance, working closely with the Risk & Compliance Europe lead. As a Solution Advisory Senior Manager for CFO&EV, you will build strategic relationships with offering leadership, provide thought leadership, shape solutions in proposals, and advise financial and non-financial institutions across risk management areas such as risk strategy, transformation programs, enterprise risk, portfolio management, capability maturity assessments, fraud, and financial crime risk compliance. Your responsibilities will include researching sales opportunities, identifying targets, designing compelling sales messages, assets, and materials, as well as helping prioritize solution advisory focus across different offerings and geographies within CFO&EV R&C EMEA leadership. Requirements: - Bachelor's degree in business or engineering from a premier institution - Minimum of 8 years in sales or consulting at a top-tier consulting firm or 14 years of functional experience in Risk and Compliance - Expertise in areas such as credit risk measurement, market risk management, operational risk management, liquidity risk measurement, reporting, and management - English language fluency (oral and written) - Must support/mirror working hours to support Europe - Must be flexible with working hours to meet shifting business needs - Must have good internet connectivity and a distraction-free environment for working at home, following local guidelines Bonus points if you have: - Experience in Sales and Business Development - Hands-on experience in various financial instruments and risk calculations - Treasury experiences in Asset Liability Management, Fund Transfer Pricing, and Interest Rate Risk in Banking Book - Experience in enterprise risk management, financial crime and compliance, risk regulatory framework, and risk platforms If you are well-versed in winning consulting work, have an executive presence, deep expertise in the topic area, and possess excellent communication and relationship-building skills, we invite you to join our team at Accenture and make a meaningful impact in the world of Risk & Compliance.,

As the Senior Risk Manager for Investment Risk Models at DWS, you will play a crucial role in overseeing the independent management of investment risk within DWS fiduciary portfolios. Your responsibilities will involve leading the Investment Risk Models team in various tasks such as ongoing performance monitoring, analysis of exceedances, reporting of model risk, and development of compensating controls. You will collaborate with different teams within DWS Investment Risk to enhance model quality, transparency, and effectiveness. Additionally, you will work closely with model risk management and vendors to ensure the validation and optimization of risk models. To excel in this role, you should possess a university degree in Finance or a related quantitative field, with additional certifications such as Chartered Financial Analyst or Financial Risk Manager being advantageous. With at least 9 years of experience in the financial services industry, including expertise in model risk management, you will have a strong foundation to lead the Investment Risk Models team effectively. Familiarity with valuation and risk management models, particularly across market, liquidity, and counterparty risks, will be crucial for success in this position. Your communication skills will be essential as you engage with global risk organizations, external vendors, and team members to ensure effective collaboration and knowledge sharing. Strong organizational abilities, proficiency in MS Word, Excel, PowerPoint, SQL, and Python, and a proactive approach to issue communication are key attributes that will contribute to your success in this role. At DWS, we offer a supportive environment that values continuous learning, professional development, and employee well-being. Through our comprehensive benefits package, including leave policies, parental leave, childcare assistance, sponsorship for certifications, and health insurance coverage, we aim to provide a holistic support system for you and your family. Our commitment to fostering a culture of empowerment, collaboration, and responsibility aligns with our vision to excel together and celebrate the achievements of our diverse workforce. Join us at DWS and be part of a dynamic team that is dedicated to driving innovation, responsible investing, and positive change in the financial industry. Embrace the opportunity to lead an extraordinary career and contribute to shaping the future of investing with one of the industry's leading firms.,

About The Role : Job TitleTrade and Transaction Operator, NCT LocationBangalore, India Role Description Ensure the continued delivery of a robust and stable operating environment to support the Global Trade Services (GTS). Contribute to the overall operational strategy of GTS function and responsible for its effective implementation. Improve service delivery and productivity to maximise service quality and operational efficiency and minimising operational risk through the effective implementation of appropriate controls. Demonstrated commitment to continuous process improvement is required with good People management skills. This role is part of the Trading assistants which require the trade/risk to be captured on T0 basis. Critical task which involves constant interaction with the Trading Desk and Risk and PnL teams, Docs / Setts to ensure all the trades blottered by the desk are taken into risk for the day. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Sales Support function involving booking, consenting and confirmation of trades in external and internal platforms on T0 basis. Following up with Traders, Sales, Brokers, and Clients to ensure Trades are confirmed, cleared captured in the risk system. Liaison with Client/ Front Office / Docs / Settlements and ensuring exceptions are resolved in a timely manner. Monitoring the Front of Office system to make sure Sales Led Trades are captured correctly and confirmed by Client on timely manner. Resolving all inter-company breaks / system Reconciliation (FOBO) to ensure risk is not impacted for the traders. Supporting Sales desk along the entire trade lifecycle of the derivatives trade. Work with T+1 P&L teams to resolve any accounting differences from T0 P&L reporting. Understanding F2B system / process flow, streamlining and engineering processes to bring efficiencies. Complete ad hoc requests and projects for Sales desk. Monitor and escalate any Trade Capture/ issues that could potentially result in regulatory escalations for the bank. Should have strong knowledge on OTC derivatives trade life cycle preferably on Rates Derivative products. Reviews any exceptions raised by the team and/or escalated by the supervisor. Adherence to STARC standards and procedures and ensuring that there are no lapses or gaps in control. Ensure compliance to LOA. Distribute work, assign responsibilities, ensure appropriate staff levels, and provide necessary training. Ensure EOD controls. Demonstrate a proactive approach to all activities and create the environment for others to emulate this behavior. Develop knowledge across the team in order to provide as required, support/assistance to other teams. Share knowledge and provide appropriate training, guidance or coaching for the team. Your skills and experience Minimum of 5-7 years experience in derivatives or related products. Should have strong knowledge on derivative products CDS & Interest Rates Need to have complete understanding of trade life cycle. Need to be updated of regulatory changes & Market initiatives in derivatives product. Should own & resolve complex breaks independently and guide the team in resolving the same. Should be able to independently deliver on all organization mandates. Strong analytical skills, detail orientation, service commitment, and solid organizational and interpersonal skills. Ability to effectively maintain, coordinate, prioritize multiple tasks and projects. Must be prepared to work in a shift supporting US/UK business hours. Should be able to lead teams across time zones. Self-starter with ability to take things to their logical end. How well support you

About The Role : In Scope of Position based Promotions (INTERNAL only) Job TitleProcess Re-Engineering Lead - AVP LocationMumbai, India Role Description Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Banks senior management. Market risk team manages Deutsche Banks Market Risk position in an independent and neutral way. You will be a part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for Global Foreign Exchange asset class. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. The team has a global presence with staff located in London, New York, Berlin, Singapore, Mumbai and Bangalore. You will be exposed to risk management techniques viz. analysis/computation of VaR, SVaR, Economic Capital, IRC, Backtesting, FRTB for a diverse range of derivative products. The team is also proficient in combining this risk knowledge with best in class automation and visualization skills including python/VBA/Tableau to provide value added analytical outputs to its stakeholders You will be expected to be proficient in automation tools (python essentially) with sufficient knowledge of risk to enhance the output of the team. What well offer you , 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities This is a Lead role for the Capital Release Unit (CRU) and CPM covering primarily below responsibilities: Manage the CRU Book of Work of the team, provide backup coverage for CPM business Timely risk validation and sign-off by working closely with production team based out of Pune Review and understand the historical simulation VaR, SVaR and other metrics such as Economic Capital (EC), FRTB and Backtesting (outlier analysis), including staying abreast of the development of this metric and related drivers Ensure that all control checks are in place and followed by the team so that the reports generated have correct information Understand Market Data time series and how to assess the impact of new time series on each metric Facilitating better risk analysis by improving on existing process and standardizing wherever possible. Tactically automating reporting infrastructure and work with IT teams for strategic automation Perform deep dive analysis into concentrations of risk or emerging items of interest, providing high quality and accurate information at a level for senior management consumption Perform analytical analysis of our limit to generate proposals for limit changes and for new limits Support the analysis and communication of business portfolio level topics to senior management and their committees Your skills and experience University degree in Finance, Economics, Mathematics or other quantitative subjects 7+ years experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered) Working knowledge of Python/VBA, Tableau will be added advantage. A bent towards adoption of Artificial Intelligence will be a big plus Good understanding of other Market Risk measurement techniques e.g. VaR, RNiV, Economic Capital, IRC Current or previous work-ex in similar area (Credit/CPM/CVA) Excellent stakeholder management skills and communication skills; ability to articulate technical and financial topics with global stakeholders A reliable team player with the motivation to work in a dynamic, international and diverse environment Able to multi-task and deliver under tight deadlines A committed and motivated individual for self-development and growth How well support you . . . .

About The Role : Job Title: Valuation Risk Head of Mumbai Valuation Risk & Policy Team Corporate Title: Director Division: MVRM Location: Mumbai Overview: Valuation Risk is a specialist group within Market and Valuations Risk Management (MVRM) that ensures integrity and control over all aspects of the valuation of the Bank's trading portfolios. The Valuation Risk & Policy (VRP) team, a quantitative specialist arm, manages policies, frameworks, methods, and expert judgments in line with regulations and market best practices. The VRP team collaborates closely with other teams to formulate policies, frameworks, rulebooks, and models that drive the valuation process. The team also guides other Valuation Risk teams on expert approaches for significant and complex items, as well as optimization opportunities for Prudential Valuation Adjustments (Pruval) and fair value reserve charges. This role involves leading the Mumbai VRP team, covering all asset classes, businesses, and valuation themes (IPV, Fair Value Reserves, Prudential Valuation Adjustments). The candidate must be able to communicate complex concepts both verbally and in writing to risk and finance colleagues, traders, quants, risk managers, and regulators, and be able to defend and/or challenge their validity. This requires the ability to translate complex quantitative problems into simple terms for less technical members of the business. What Well Offer You: As part of our flexible scheme, here are some of the benefits youll enjoy: Best-in-class leave policy Gender-neutral parental leaves 100% reimbursement under child care assistance benefit (gender-neutral) Sponsorship for industry-relevant certifications and education Comprehensive hospitalization insurance for you and your dependents Accident and term life insurance Complimentary health screening for employees aged 35 and above Key Responsibilities: Define the people strategy for the VRP Mumbai team, including management, recruiting, retention, and implementation of measures to operate within relevant scorecard metrics. Oversee the development and enhancement of Independent Price Verification (IPV), Fair Value Adjustments (FVA), and Prudential Valuation Adjustments (Pruval) methodologies and frameworks for all asset classes. provide technical support to the asset-aligned VR teams, including validation of Front Office developed methodologies. Ensure adherence to and support the maintenance of key governance documentation such as policies and frameworks. Attend and contribute to key internal governance forums, including the Valuation Control Oversight Committee (VCOC), and external regulatory forums. Work with Front Office Strats functions and vendors to support the development and maintenance of valuation-related functionality (e.g., IPV, FVA, Pruval methodologies being productionized). Represent the Unit towards internal and external stakeholders, maintaining and fostering key relationships. Leadership Responsibilities: Set clear direction for the team in line with overall business strategy, balancing global and regional priorities. Manage performance by considering delivery, behavior, and conduct, setting clear role expectations and priorities, promoting individual accountability, and removing impediments to success. Ensure team members have regular performance and career development discussions, giving and listening to feedback. Build capability for the future by prioritizing succession planning, continuous development, and mobility of high potentials within the team. You Will Have: Extensive experience working in a Finance or Risk Control function, preferably in an Investment Bank or a reputable financial services consultancy firm. Excellent technical understanding of complex structured products and the different models used for valuation. Understanding of complexities associated with market data and lack of liquidity, such as reliance on proxies. Excellent people management skills, including the ability to lead, train, and develop talent, as well as the ability to communicate, present, and influence senior stakeholders. Experience managing technical teams, exhibiting global leadership and influence. Effective communication skills, with the ability to translate complex quantitative problems into simple terms for a less quantitative audience. Ability to generate innovative ideas and challenge the status quo. Preferably a strong track record of delivering large, complex change projects/programmes in an Investment Banking environment. Proven experience in problem-solving, business and data analysis, and working to tight deadlines while achieving high-quality outputs. You Will Be: Self-motivated, proactive, and an enthusiastic team player with strong organizational skills. Experienced in producing detailed analysis to demanding deadlines and clearly communicating the results to senior management and auditors/regulators. A leader of change, with the ability to see the big picture, challenge the status quo, and generate innovative ideas. Able to recruit top talent, train and motivate your staff, and build a self-sufficient and relevant team that can contribute effectively to the global valuations landscape. Consistent with the firms Values and Beliefs in your approach. How well support you

Inviting applications for the role of Business Analyst with Market Risk-Manager In this role, role you will be responsible to provide a single point end to end accountability for the project oversight, reporting to project management team, establish working relationship with technology partners etc. We are seeking an experienced Agile Business Analyst (BA) Manager /Senior Manager to join our team for Market Risk. The ideal candidate will have a strong background in market risk VaR, FRTB, back testing and PnL attribution and market risk stress testing. Responsibilities Conduct impact assessments and define business solutions to support regulatory enhancements and internal risk transformation programs. Support implementation of enhancements to risk models, reporting frameworks, and attribution methodologies. Participate in the design and execution of testing strategies including functional testing, back testing, and model validation. Perform detailed analysis of risk and PnL data to support attribution analysis and ensure data integrity across systems. Collaborate on the migration of legacy models and platforms to modernized risk infrastructure. Independently manage medium to large projects through the lifecycle and use BA tools proficiently (business requirement documents, functional specification documents, data matrix, Workflow Diagrams etc.) Run test management processes for medium to large scale projects (Test Strategy/Approach documentation, managing User Acceptance Testing, building test plans and test scenarios, building implementation plans.) Assist our stakeholder businesses with their tactical/strategic solution requirements, services and/or program. Must be able to work with Technology, Risk Management, Risk Middle Office, and Front Office to identify and maximize opportunities that help in delivery of projects and to improve product, service and program business processes. Must have the ability to work with a team and train people on various subjects, structure the project governance model and also work together with regional counterparts to devise induction framework for all the resources entering into the project. Prepare project reports (weekly project update, monthly status update, highlighting risks, resource utilization, analyses trend, recommends adjustments that address or capitalize on these changes.) Qualifications we seek in you! Minimum Qualifications / Skills Relavant experience as a Business Analyst

Your key responsibilities Lead the delivery of the Investment Risk Models teams book of work (ongoing performance monitoring (OPM) and testing, analysis of OPM exceedances and escalation, reporting of model risk, model documentation, development of compensating controls ,and remediation of model risk findings) Organize and supervise teams work output including execution of the OPM program, compensating controls, and update of model parameters Design processes for the management of investment risk models Work closely with the different DWS Investment Risk teams on topics including model quality/gaps, model transparency, and model enhancements Collaborate with DWS Model Risk Management and model vendors on various projects including model validation Train team members on risk models (market risk and liquidity risk models) Your skills and experience University degree in Finance or quantitative field, Chartered Financial Analyst or Financial Risk Manager designations a plus At least 9 years of proven experience in the financial services industry, with experience in model risk management Proven experience in model development, model testing, and model documentation Previous experience with BlackRock Solutions Aladdin preferred Strong knowledge of valuation and risk management models including VaR across a diverse set of instrument and risk types (market, liquidity, counterparty) Strong interpersonal and communication skills; role requires regular interaction with individuals within the global risk organization, and external vendors Excellent verbal and written communications skills, with ability to communicate issues to management proactively and effectively Strong organizational skills and ability to manage competing priorities Strong working knowledge of MS Word, Excel, PowerPoint, SQL, and Python How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs Role: Principal / Partner / Director Industry Type: Investment Banking / Venture Capital / Private Equity Department: BFSI ,Investments & Trading Employment Type: Full Time, Permanent Role Category: Investment Banking, Private Equity & VC Education UG: Any Graduate PG: Any Postgraduate

Role description: Independently manage medium to large projects through the lifecycle and use BA tools proficiently (business requirement documents, functional specification documents, data matrix, Work Flow Diagrams etc.) Run test management processes for medium to large scale projects (Test Strategy/Approach documentation, managing User Acceptance Testing, building test plans and test scenarios, building implementation plans.) Assist our stakeholder businesses with their tactical/strategic solution requirements, services and/or program. Must be able to work with Technology, Risk Management, Risk Middle Office, and Front Office to identify and maximize opportunities that help in delivery of projects and to improve product, service and program business processes. Must have the ability to work with a team and train people on various subjects, structure the project governance model and also work together with regional counterparts to devise induction framework for all the resources entering into the project. Prepare project reports (weekly project update, monthly status update, highlighting risks, resource utilization, analyses trends, recommends adjustments that address or capitalize on these changes.) Run test management processes for medium to large scale projects (Test Strategy/Approach documentation, managing User Acceptance Testing, building test plans and test scenarios, building implementation plans.) Skills, experience, qualifications and knowledge required: Strong understanding of capital market products and derivatives across asset classes Good knowledge of the Market Risk domain with project experience in areas like computation of risk measures (VaR, IRC, ES etc.), management of risk limits, risk reporting etc. Good understanding of the Basel norms, particularly FRTB and Basel 2.5 standards Ability to operate in both agile and waterfall style project methodologies and have an understanding of deliverables required for each methodology Attention to detail and high quality standards of documentation, processes and control environment Experience in the full E2E systems delivery lifecycle (SDLC) Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project and Visio Proficiency in data analysis, virtualization and BI solutions SQL, Python, Dremio, PowerBI, Alteryx, Tableau etc. Excellent communication, organization, prioritisation and documentation skills Flexibility – adapts effectively to changing plans, domains and priorities; Is open and flexible when faced with changing project constraints Deals comfortably with ambiguity – Stays on target to complete goals regardless of obstacles or adverse circumstances Rigorous follow ups through on all commitments to achieve results Excellent and demonstrable understanding of “best practice” approaches to functional testing especially User Acceptance Testing. Ability to identify any inefficiencies in processes and suggest ideas for automation and/or operating model changes.

PnL Responsibilities 1. Analysis, Validation, Commentary and Reporting of Daily Profit and Loss for Equity / Fixed Income, Equity / Fixed Income Derivatives and Hybrid Asset class. 2. Explanation / Substantiation of Daily Profit and Loss by attributing the Profit and Loss derived from different Greeks (Delta, Gamma, Vega, Rate, Dividend, Repo etc.) and new deals 3. Analysis of Validation, Commentary and Reporting of FRTB Risk Profit and Loss. 4. Analysis and commentary of VaR (Value at Risk) Back Testing breaches. Suggesting steps to ensure reduction of VaR Back Testing breaches 5. Co-ordinating with Accounting team to explain difference between Month End Accounting and Economic PL. 6. Practicing appropriate controls and reviews Daily PL numbers and Adjustments. Co-ordination and follow up with Referential and Trade Booking team to ensure all issues linked with PL are mitigated quickly. 7. Create and maintain adequate documentation for the responsible process and implement appropriate controls and checks in the process 8. Close contact with Traders to explain the daily PL and provide swift service traders to adhoc request 9. Having good analytical skills to perform manual valuation of the Products for the respective asset classes Market Risk Responsibilities 1. Analysis, Validation, and commentary of Value at Risk (VaR), Stressed Value at Risk (SVaR), Stress Test and Risk Sensitivities (Equity Delta, Interest Rate Delta, Basis Delta, FX Delta, Equity Vega, Interest Rate Vega, etc) for instruments exposed to Market Risk on Equity / Fixed Income, Equity / Fixed Income Derivative and Hybrid products. 2. Sound understanding of Sensitivity (Greeks) Shock approach and Full Valuation methodology to explain the market risk move and level. 3. Analysis, Validation, and commentary on FRTB metrics like Default Risk Charge, RRAO, Standard Based Model etc. 4. Level and Move analysis of the market risk metrics and sensitivities with proper justification. 5. Limit monitoring of risk sensitivities, VaR and SVaR and prompt communication to FO about the breaches. 6. Active involvement in adhoc request on regulatory topics, valuation model changes, Stress VaR widow calibration etc. Generic Responsibilities - Focus on error free production with the stipulated time bound process. - Having good analytical skills to perform manual valuation of the Products for the respective asset classes. - Co-ordinate with Front Office (FO), Technology teams and other internal stakeholders when required during the validation process. - Effective communication to highlight issues in the validation process to the BGL management and Regions. - Create and maintain adequate documentation for the responsible task and implement appropriate controls and checks in the process - Should work in tandem with onshore risk counterparts for onboarding new processes and ad-hoc query resolution. - Should be able to work in a team environment and should work towards the teams goals as priority

CSA Monitoring Analyze CSA negotiations in order to anticipate PnL impacts over funding (FVA) and counterparty risk (CVA) Compute PnL and Risk Analysis impacts for Front office (Trading, CVA Desk, Sales, CORI) Coordinate Front office stakeholders decisions before CSA signature, based on your anticipations Manage XOne CSA pricing tables, used by all SG valuation engines (Agreg, RiskOne, Cockpit, Bacardi) Anticipate non standard CSA clauses affecting CVA/FVA fees charged to Trading desks Contribute to valuation and business projects aiming to adapt the bank to new environments (CSA pricing, IM Var) Participate to topical studies over new market practices and models Optimize/automate processes Product Coverage : Equity derivatives, IRS,CDS,FX forwards, Options (vanilla and exotic),Commodities, Structured products Regional Coverage : Paris Profile required 1. Preferably post graduate in Finance Banking 2. Minimum 2 to 5 years of experience in Valuation / Product control or any other similar roles. 3. Strong background of OTC Derivative products,mainly IRS,CDS,FX-Forwards, Options 4. Knowledge of ISDA/CSA 5. Good communication and organizational skills, ablity to multi task in challenging and fast paced enviornment 6. Good Excel skills

As a Business Analyst, you will be responsible for understanding the business, customers, and strategic goals of the company, as well as how the teams operate in order to support the realization of desired outcomes. You will work closely with both the business and feature teams to ensure that the vision and requirements are transparent. Your key responsibilities will include working across teams and stakeholders to capture, validate, and document business and system requirements in alignment with key strategic principles. You will also be interacting with customers, key stakeholders, and the team to obtain and document functional and non-functional needs. Additionally, you will support the team in analyzing business requirements and technical specifications to develop them into small, testable, and releasable elements. You will assist in creating and executing test scenarios and test scripts, as well as identifying and supporting cut-over and implementation tasks. Facilitating UAT and supporting platform and feature teams in executing UAT will also be part of your role. In terms of skills, you will need an appropriate business analyst certification and a good understanding of Agile values, principles, and methodologies, with experience working in an Agile environment. Specific knowledge areas required include Counterparty Credit Risk, VaR, PFE, EPE, Financial Accounting, and RWA management. You should also have an understanding of models for factor and sensitivity-based risk calculators, Monte Carlo risk calculators, CVA, XVA concepts, and regulatory rules such as BCBS, Collateral, and Margin. Virtusa is an organization that values teamwork, quality of life, and professional and personal development. By joining Virtusa, you become part of a global team of 27,000 professionals who are committed to supporting your growth. You will have the opportunity to work on exciting projects, utilize state-of-the-art technologies, and collaborate with diverse minds to nurture new ideas and achieve excellence.,

The Process Re-Engineering Lead - AVP position based in Mumbai, India, falls under the Market and Valuation Risk Management (MVRM) unit at Deutsche Bank. As a member of the Market Risk Analysis and Control (MRAC) team within MVRM, you will play a crucial role in providing official market risk metrics and core analysis for the Global Foreign Exchange asset class. The team operates on a business/asset class and risk metric aligned organizational matrix, with a global presence across various locations. Your responsibilities will involve managing the Capital Release Unit (CRU) and CPM, including tasks such as timely risk validation, review of risk metrics like VaR, SVaR, Economic Capital, and Backtesting, ensuring control checks, and improving risk analysis processes. Additionally, you will be expected to automate reporting infrastructure and conduct in-depth risk analysis for senior management consumption. To excel in this role, you should possess a university degree in Finance, Economics, Mathematics, or related quantitative subjects, along with at least 7 years of experience in Market Risk within the Financial Market or Investment Banking industry. Proficiency in Python/VBA and Tableau, as well as a good understanding of Market Risk measurement techniques, will be advantageous. Strong stakeholder management and communication skills, ability to work under tight deadlines, and a commitment to self-development are essential qualities for this position. Deutsche Bank offers a comprehensive benefits package that includes a best-in-class leave policy, gender-neutral parental leaves, childcare assistance benefit, sponsorship for certifications, and various insurance coverage. The company promotes a culture of continuous learning and collaboration, empowering employees to excel together every day. For further information about Deutsche Bank and our values, please visit our company website at https://www.db.com/company/company.htm. We strive to create a positive, fair, and inclusive work environment and welcome applications from all individuals who share our commitment to excellence and teamwork.,

Job Title - S&C Global Network - AI - CFO & EV - Treasury & EPM Analytics - Manager Management Level: 7-Manager Location: Gurugram, DDC1A, NonSTPI Must-have skills: Treasury Analytics Good to have skills: Experience in financial modeling, valuation techniques, and deal structuring. Job Summary : This role involves driving strategic initiatives, managing business transformations, and leveraging industry expertise to create value-driven solutions. Roles & Responsibilities: Provide strategic advisory services, conduct market research, and develop data-driven recommendations to enhance business performance. Whats In It for You Accenture CFO & EV team under Data & AI team has comprehensive suite of capabilities in Risk, Fraud, Financial crime, and Finance. Within risk realm, our focus revolves around the model development, model validation, and auditing of models. Additionally, our work extends to ongoing performance evaluation, vigilant monitoring, meticulous governance, and thorough documentation of models. Get to work with top financial clients globally Access resources enabling you to utilize cutting-edge technologies, fostering innovation with the worlds most recognizable companies. Accenture will continually invest in your learning and growth and will support you in expanding your knowledge. Youll be part of a diverse and vibrant team collaborating with talented individuals from various backgrounds and disciplines continually pushing the boundaries of business capabilities, fostering an environment of innovation. What You Would Do in This Role Engagement Execution Lead client engagements encompassing model development, validation, governance, strategy, transformation, and end-to-end delivery of EPM, Treasury & Tax for Accentures clients. Advise clients on various EPM, Treasury & Tax initiatives, including advisory work for CXOs to achieve diverse business and operational outcomes. Develop and present Proof of Concept for key clients, where applicable. Practice Enablement Mentor, coach, and guide analysts and consultants. Drive innovations and initiatives to enhance the Practice. Develop thought leadership and disseminate information on emerging trends in EPM, Treasury & Tax. Support sales team efforts by assisting with RFPs, RFI, designing POVs, and GTM collateral. Professional & Technical Skills: - Relevant experience in the required domain. - Strong analytical, problem-solving, and communication skills. - Ability to work in a fast-paced, dynamic environment. Good experience with data, analytics, and AI technologies & tools, with a data-native mindset and a deep understanding of statistics for business applications. Must have functional expertise in treasury management including cash forecasting, Liquidity and Investment Management, Tax Analysis, Risk Management, Cash Management, Foreign Exchange (FX) Management, Debt Management, Treasury Operations, Financial Compliance, Interest Rate Management, Treasury Policies, Financial Strategy. Must have functional expertise in Enterprise Performance Management including cash forecasting, Liquidity and Investment Management, Tax Analysis, Risk Management, Cash Management, Foreign Exchange (FX) Management, Debt Management, Treasury Operations, Financial Compliance, Interest Rate Management, Treasury Policies, Financial Strategy. Must have led teams, driven interactions with senior stakeholders, designed AI-led transformation solutions, overseen program delivery, and value realization. Must be part of prior solutioning and proposal deals. Good to have hands-on experience in building and deployment of AI/ML/Statistical Models -- Statistical Algorithms, Segmentation and Predictive Modeling, ML algorithms, CV / NLP algorithms, Decision Trees, LLM based solutions etc. Good to have experience in multiple industries. Additional Information: - Opportunity to work on innovative projects. - Career growth and leadership exposure. About Our Company | Accenture Qualification Experience: 12-14Years Educational Qualification: Any Degree

Primary Skills 6+ years as a Business Analyst in Investment Bank organization within Market Risk department Technical experience to be comfortable with data models and SQL Hands-on experience as liaison function between the onshore IT business lines and offshore technical teams and as primary functional support for development team Thorough experience in functional testing and validation of development Market Risk knowledge (Pnl calculation and explanation, VaR and Stress VaR analysis) Product Control knowledge (Pnl calculation and explanation, ) Financial products (Treasury, FX, Credit, IRD) Market data (Volatilities, Curves,), Sensitivities Regulatory knowledge (including Basel III, Basel II, Basel I, SIMM, FRTB, CVA, ) Technical knowledge in SQL, XML, HTML, UML, Business object, data warehouse, BI Project cycle methodology Strong technical skills in tests methodology Strong organizational skills Strong ability to analyze and summarize Secondary Skills Liaise with IT business lines contacts for clarification and understanding of requirements. Analyze functional impacts considering technical constraints with technical leads help Prepare and present functional aspects of changes/evolutions to developers Draft detailed functional specifications/users stories for developers, in line with general specifications or list of requirements provided by project manager / Business Analysts Support the technical development team in any functional aspects. Organize and keep up to date detailed functional documentation Conduct continuous testing in development environment for development monitoring

You will be working as a Model Risk Analyst in the Risk department, specifically in the Model Risk Management (Market Risk) team based in Mumbai. Your primary responsibility will be to lead initiatives aimed at enhancing the accuracy, availability, granularity, and coverage of the existing model validation process. Additionally, you will be expected to develop tools for process automation to streamline the validation process. Your role will involve independently performing statistical and mathematical model development or validation for Retail Lending Scorecards. You will also be responsible for conducting validation exercises for Wholesale Rating Models, which includes quantitative and qualitative tests on PD Calibration, Discriminatory Power of the models, Sensitivity of parameters, and Rating Migration tests. Furthermore, you will be required to validate Market Risk Models related to Derivative & Fixed Income Valuations, Bootstrapping, VaR, Sensitivity, Capital Charge Models, Interest Rate, and FX Simulations. A key part of your role will be to successfully complete end-to-end validation exercises for the models allocated as quarterly deliverables. Additionally, you will be expected to provide smart inputs and initiatives for other team deliverables to contribute to the overall success of the team.,

As a Risk Platform Developer, your primary responsibility is to develop a comprehensive understanding of business requirements related to market and credit risk calculations for integration into the strategic risk platform. You will engage with key stakeholders to gather and document these requirements effectively. Collaborating with business representatives and product leads, you will work towards devising optimal system solutions that align with the identified business needs. Enhancing data visualization, dashboard, and reporting capabilities will also be a crucial part of your role. Furthermore, you will play a pivotal role in prioritizing and breaking down system deliverables across various applications constituting the strategic risk analytical platform. Your expertise will be instrumental in guiding development teams by articulating business objectives and requirements, aiding in decision-making processes related to implementation specifics. To excel in this role, you should possess a strong grasp of concepts such as VaR, Value at Risk, ES, Expected Shortfall, derivatives pricing, and financial products. A profound understanding of market and counterparty risk processes, methodologies, and regulatory frameworks is essential. Your skill set should include proficiency in business analysis, problem-solving, effective communication, and presentation. Additionally, familiarity with software development lifecycle methodologies, particularly waterfall and Agile, is advantageous. Moreover, you must have experience in data analysis, database utilization, and data modeling. Proficiency in SQL, Python, Pyspark, or similar tools for data analysis and drill-down capabilities is mandatory. Prior leadership experience within a team and knowledge of product management, backlog creation, roadmap execution, and team leadership are highly beneficial in this role.,

Overview We are currently seeking an experienced Analytics Client Service Specialist to join our Client Coverage organization in Mumbai. The MSCI Global Client Service team is composed of experienced financial professionals that provide first tier support for our clients around the world. Team members are responsible for responding to a wide variety of methodology, usage, interpretational, and technical questions on both analytical and benchmark products. Client contact is primarily via telephone and email. Client service analysts will need to work closely with Senior Client Service Members, Sales and consultants to develop and maintain client relationships. Responsibilities Provide premium service to assigned accounts Answer detailed client inquiries about MSCI products and methodology. These queries may be related to Market Risk (VaR, Stress testing, Back testing, Risk Attribution etc.), Liquidity Risk, Credit Risk, Portfolio Optimization, Performance Attribution Participate in developing client relationships through proactive follow up on issues raised Maintain relationships by ensuring relevant product and model information is shared with clients Lead regular calls with important accounts to cover outstanding issues and giving updates Contribute to producing service reviews and service plans that support client renewal initiatives Execute onboarding and training of Clients Provide 100% ownership (to resolution) of support issues from important accounts within assigned segment Provide full ownership of account servicing to become a subject matter expert on analytics products and services Championing process changes to improve Client Experience and Efficiency Qualifications Excellent English written and oral communication skills; ability to articulate complex concepts and methodologies to clients and senior management is a must Client facing skills – an ability to quickly gain the clients trust; Client Orientated – demonstrate ownership for the clients issue, be seen as the Client’s champion within MSCI Execution – well organized, ask questions, raise potential problems early Problem solving skills; Technology proficient: Numerical analysis using Microsoft Excel A self-starter and highly motivated, ability to work individually and within a team and ability to work in a fast paced environment with constant interruptions Candidate must be able to keep track of multiple issues without leaving issues unresolved 3-8 years of work experience; Relevant experience is a plus A numerate Bachelor’s degree in Finance, Engineering, Mathematics, Statistics, Economics, or related field; CFA, FRM is a plus What we offer you Transparent compensation schemes and comprehensive employee benefits, tailored to your location, ensuring your financial security, health, and overall wellbeing. Flexible working arrangements, advanced technology, and collaborative workspaces. A culture of high performance and innovation where we experiment with new ideas and take responsibility for achieving results. A global network of talented colleagues, who inspire, support, and share their expertise to innovate and deliver for our clients. Global Orientation program to kickstart your journey, followed by access to our Learning@MSCI platform, LinkedIn Learning Pro and tailored learning opportunities for ongoing skills development. Multi-directional career paths that offer professional growth and development through new challenges, internal mobility and expanded roles. We actively nurture an environment that builds a sense of inclusion belonging and connection, including eight Employee Resource Groups. All Abilities, Asian Support Network, Black Leadership Network, Climate Action Network, Hola! MSCI, Pride & Allies, Women in Tech, and Women’s Leadership Forum. At MSCI we are passionate about what we do, and we are inspired by our purpose – to power better investment decisions. You’ll be part of an industry-leading network of creative, curious, and entrepreneurial pioneers. This is a space where you can challenge yourself, set new standards and perform beyond expectations for yourself, our clients, and our industry. MSCI is a leading provider of critical decision support tools and services for the global investment community. With over 50 years of expertise in research, data, and technology, we power better investment decisions by enabling clients to understand and analyze key drivers of risk and return and confidently build more effective portfolios. We create industry-leading research-enhanced solutions that clients use to gain insight into and improve transparency across the investment process. MSCI Inc. is an equal opportunity employer. It is the policy of the firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, gender, gender identity, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy (including unlawful discrimination on the basis of a legally protected parental leave), veteran status, or any other characteristic protected by law. MSCI is also committed to working with and providing reasonable accommodations to individuals with disabilities. If you are an individual with a disability and would like to request a reasonable accommodation for any part of the application process, please email Disability.Assistance@msci.com and indicate the specifics of the assistance needed. Please note, this e-mail is intended only for individuals who are requesting a reasonable workplace accommodation; it is not intended for other inquiries. To all recruitment agencies MSCI does not accept unsolicited CVs/Resumes. Please do not forward CVs/Resumes to any MSCI employee, location, or website. MSCI is not responsible for any fees related to unsolicited CVs/Resumes. Note on recruitment scams We are aware of recruitment scams where fraudsters impersonating MSCI personnel may try and elicit personal information from job seekers. Read our full note on careers.msci.com

Our client is one of the global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a seasoned professional to join their Quant team in Pune. Some of the key responsibilities will include: Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics. Pricing Model development and OPM review for Rates, FX and Equity models. Work closely with the platform engineering team on integration of analytics libraries into firm's risk systems. Investigate market data, pricing, and risk analytics issues. Work on implementation of AI based quantitative workflow solutions. Team lead for Quant Developer to drive quantitative business solutions. To be eligible for this role you will require: 12 13 years of experience with bachelor's/Master's degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualifications like CFA, FRM, CQF. Excellent programming knowledge in Python/C++ with financial maths and quant development work. Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios. Good knowledge of development of pricing and risk analytics systems and tools. Good communication skills and ability to work with trading desk and platform engineering teams. Front office experience involving FX and Rates, excellent analytical and problem-solving skills.

As the Senior Vice President, Data Management & Quantitative Analysis Manager at BNY, you will play a pivotal role in collaborating with desk strats and the quantitative analytics team to create and maintain C++/Python analytics libraries for pricing and risk analytics. Your responsibilities will involve developing pricing models for Rates, FX, and Equity models, as well as working closely with the platform engineering team to integrate analytics libraries into the firm's risk systems. You will also be tasked with exploring market data, pricing, and risk analytics issues, implementing AI-based quantitative workflow solutions, and leading a team of Quant Developers to drive quantitative business solutions. The ideal candidate will possess a Bachelor's/Master's degree in a relevant technical discipline such as Computer Science, Mathematics, or Financial Engineering. A finance-related qualification like CFA, FRM, or CQF would be advantageous. Proficiency in Python/C++ programming with a background in financial mathematics and quant development work is essential. Additionally, a strong understanding of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios is required. Experience in developing pricing and risk analytics systems, familiarity with object-oriented analysis, and excellent analytical and problem-solving skills are key attributes for this role. Good communication skills and the ability to collaborate with trading desks and platform engineering teams are also essential. Previous front office experience involving FX and Rates, as well as knowledge about LLMs and AI-based quants workflow solutions, are preferred qualifications. Preferred candidates will have graduated from top-tier colleges such as IITs/BITs/NITs and possess professional experience with investment banking firms like Goldman Sachs, JP Morgan, Morgan Stanley, Deutsche Bank, etc. Professional certifications in finance such as FRM, CQF, or CFA are also desirable. Join BNY, an award-winning company recognized for its innovation, inclusivity, and commitment to excellence. Our accolades include being named America's Most Innovative Companies by Fortune in 2024, one of the World's Most Admired Companies, and achieving a 100% score on the Human Rights Campaign Foundation's Corporate Equality Index in 2023-2024. Additionally, we have been recognized as one of the Best Places to Work for Disability Inclusion, a Top Performing Company for Sustainability, and as part of the Bloomberg Gender Equality Index. At BNY, we value diversity and provide equal employment opportunities to underrepresented racial and ethnic groups, females, individuals with disabilities, and protected veterans.,

About The Role : ROLE: Market Risk Manager FUNCTIONS: The candidate will: Work as a key resource for the management of Market Risk of the Bank (portfolios include Fixed Income, Foreign Exchange, Derivatives, Commodities etc) and Operational Risk (for Treasury Department) Perform continuous identification, assessment, monitoring and mitigation of the Market Risk in the Bank"s Treasury portfolio and monitor the market environment. Provide periodic and timely analysis of risk, highlight emerging risks and recommend risk mitigation steps. Periodic risk updates to ALCO, Risk Management Committee etc in the form of presentations, Notes etc. Analyse and explain the daily changes in trading results (P&L), risk sensitivities and Value-at-Risk of all portfolios. Make necessary modifications in calculations/methodologies. Ensure correctness of valuation and risk models. Supervise the Rate Scan & Market Surveillance functions performed by Treasury Middle Office. Stress testing & Scenario Analysis of the Bank"s Treasury portfolios. Evaluate new treasury products and processes, identify risks, recommend valuation methodologies, and risk mitigation steps. Drive automation and process improvement in risk monitoring tools. Ensure compliance with market risk regulations. Participate in IT project implementations from the Market Risk side. Prescribe all requirements from Market Risk side and ensure correct implementation. Participate in Operational Risk Management functions for Treasury Liaison with Audit and Regulators for Market Risk Qualifications & Skills : CA or MBA (Finance) or Masters in Markets/Finance or CFA/FRM/CQF or Bachelors in Engineering, Mathematics, Statistics or related field Progress in FRM/PRM/CFA/CQF etc. would be viewed favourably Good understanding of financial markets Strong analytical and problem-solving skills Ability to analyse, summarize and present analysis Proficiency in Excel, VBA and at least one programming language such as Python will be preferable. Experience : At least 3 years of experience in Market Risk Management or similar functions (Structuring/Trading/Quant etc) preferably in a bank, investment firm or financial services organization.

Project description We require an experienced cross-skilled MxML developer with strong knowledge of Murex, experience in MxML solution design, and broad exposure to financial markets. You will be working as a subject matter expert in a team of Murex Developers on a variety of tasks. This is the ideal role for someone multi-skilled across DM and MxML looking to gain more exposure to either of these technologies. This is also an opportunity to learn about Cloud (AWS) and DevOps tooling since these are heavily used by our clients. Responsibilities Murex Responsibility Multi-skilled across DM and MxML. not necessarily very experienced and general skillset Write transformation logic for source data format to Murex understandable format (MxML) Create MxML import and export workflows using MXML Exchange Update and Create Datamart Reports including managing EOD changes Build a reconciliation process across source and destination Configure Messaging queues for real-time interfacing Document Functional, Technical Specifications and Test Cases for integration Skills Must have Murex Knowledge of around 5+ years on Murex/MxML Exchange, Contract, or Deliverable workflows Good exposure to writing/coding MXML Formulae Has previously developed interfaces (Deals, Static Data) via Murex (both upstream and Downstream) Has Knowledge of XML Transformations, Document and template generation from MXML Has experience and knowledge of Datamart Report Development and EOD processing Has knowledge of various tasks in MxML and how they work Nice to have Murex Dev priority is MxML with exposure to Datamart. Mid/Senior level Knowledge around SWIFT message generation MT300, MT305, MT540 , MT202 , MT103 DevOps on Murex experience (GIT, Jenkins, JIRA, etc) Technical solution design experience and start-to-end solution ownership Experience with Interest Rate Derivatives, FX Derivatives DataMart nice to have

Project description We have been engaged by a large European Bank to provide experienced professionals for their Murex Market Risk program. The program focuses on delivering a robust risk management platform for Treasury Front Office, TMO, and Risk teams to effectively manage the bank's funding and market risk exposures. Team members are expected to bring deep expertise, drive change initiatives, and work closely with business stakeholders to ensure seamless delivery of enhancements and new functionalities. Responsibilities Lead Market Risk enhancements and optimizations in the Murex platform Independently engage with end users to gather, clarify, and document business requirements Own and drive the implementation of Murex Market Risk configurations and optimizations Optimize existing risk methodologies and calculation formulas to improve performance and accuracy Conduct impact analysis and validation of Market Risk measures (e.g., VaR, PV01, CR01, PnL vectors) Drive functional validations for Market Risk metrics and coordinate testing with end users Troubleshoot, debug and resolve complex issues related to Market Risk computations Work closely with cross-functional teams including Risk, Front Office, and IT to ensure seamless integration of risk measures Provide guidance and mentorship to junior team members Contribute to process automation and continuous improvement of release cycles Skills Must have 8+ years of experience in Murex Market Risk module Deep expertise in Murex Market Risk Environment (MRE) module Proven ability to develop, configure, and optimize Market Risk calculations independently Experience in configuring and running risk computations including reval runs, normalized runs Strong business stakeholder management skills, with experience in running risk measure validations Deep understanding of asset classes including MM, Fixed Income, FX, and IR Derivatives Extensive hands-on experience in Market Risk functional validations (e.g., Interest Rate VaR, Stress Testing) Expertise in configuring and validating various Market Risk measures such as VaR, PV01, CR01, and PnL vectors Strong analytical skills to explain differences in VaR results between Murex and other risk systems Solid understanding of Oracle and/or SQL Server RDBMS, with strong SQL skills for data analysis and validation Nice to have Experience with Unix/Linux environments and scripting (Shell, Python, etc.) Exposure to GIT for version control Good knowledge of CI/CD methodologies and tools Development skills in MxML, DataMart, or other Murex modules Understanding of regulatory risk requirements (FRTB, Basel framework, etc.)

Project description We've been engaged by a large Australian financial institution to provide resources to their upcoming Murex Binary Upgrade project. This Bank is considering moving from Current Murex version 42 to latest higher version ( V56 or 58) to include changes Majorly impacting the Collateral / Market Risk / Credit Risk/ Ops and settlement functionalities and modules. There are also some impacts in MX technical areas, Reporting and EODs. We require an experienced Murex Senior Credit Risk Consultant as a part of this upgrade project. Responsibilities Work in Binary upgrade program and help in Analysis of Breaks Participate in various changes and projects for the Bank Participate in Requirement Analysis and Feasibility study for Accounting module implementation in Murex Engage with End users to capture and document the requirements Design and configure rules, filters, and formulas for the Accounting Rules Supporting in Day to day accounting related issues for product controllers Reconcile base and targeting accounting results sets to identify discrepancies and the possible causes Documenting the deliverables as per the Design council standards Skills Must have 5 to 8 years of relevant experience as Murex Accounting Developer Knowledge of Trade live cycle and events and how they are handled in Murex for FX Cash and Derivatives, Money Market, Commodity, Fixed income and IRD Products Experience in setting up Accounting rules, accounts, filters, and formulas Experience in troubleshooting in Murex Trade Accounting, position accounting and flow accounting modules Experience in Accounting configuration setup and Murex EOD Experience in Liquidation module of Murex Accounting Good understanding of the concept of Journal posting and balances generation in Murex Good understanding of Murex Functionality, Trade booking market operation, Trade event processing, Settlement, fixing, Netting, One Stop Processing Prior Experience in binary upgrade will be an advantage Nice to have NA

Project description We've been engaged by a large Australian financial institution to provide resources to their upcoming Murex Binary Upgrade project. This Bank is considering moving from Current Murex version 42 to latest higher version ( V56 or 58) to include changes Majorly impacting the Collateral / Market Risk / Credit Risk/ Ops and settlement functionalities and modules. There are also some impacts in MX technical areas, Reporting and EODs. We require an experienced Murex Senior Credit Risk Consultant as a part of this upgrade project. Responsibilities Work in Binary upgrade program and help in Analysis of Breaks Participate in various changes and projects for the Bank Participate in Requirement Analysis and Feasibility study for Accounting module implementation in Murex Engage with End users to capture and document the requirements Design and configure rules, filters, and formulas for the Accounting Rules Supporting in Day to day accounting related issues for product controllers Reconcile base and targeting accounting results sets to identify discrepancies and the possible causes Documenting the deliverables as per the Design council standards Skills Must have 6 to 8 years of relevant experience as Murex Accounting Developer Knowledge of Trade live cycle and events and how they are handled in Murex for FX Cash and Derivatives, Money Market, Commodity, Fixed income, and IRD Products Experience in setting up Accounting rules, accounts, filters, and formulas Experience in troubleshooting in Murex Trade Accounting, position accounting, and flow accounting modules Experience in Accounting configuration setup and Murex EOD Experience in Liquidation module of Murex Accounting Good understanding of the concept of Journal posting and balances generation in Murex Good understanding of Murex Functionality, Trade booking and Market operation, Trade event processing, Settlement, fixing, Netting, One Stop Processing Prior Experience in binary upgrade will be an advantage Nice to have NA