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Murex Market Risk Developer

New York, NY

NTT DATA is a team of more than 190,000 diverse professionals, operating in more than 50 countries throughout the world. The sectors where we have activities include: telecommunications, finance, industry, utilities, energy, public administration and health.

Our mission? Offer technological solutions, business, strategy, development and maintenance of applications, while being a benchmark in consulting. All thanks to the collaboration between teams, the human quality of our people and the fact that we do not conform to what is established, we always seek innovation that brings us closer to the future.

Our essence has led us to the forefront of technology, breaking paradigms and providing solutions that truly respond to the needs of each client. Our talent has led us to be one of the top 6 technology companies in the world.

Because #Greattech, needs #GreatPeople, like you

NTT DATA is looking for high-achieving team players that are quickly adaptable to new challenges and entrepreneurial ventures. We are looking for a Murex Market Risk Developer to work in onsite (2-3 per week) in New York City with our global client. 

Overview:

We are seeking Murex Market Risk Developer join a high‑impact Market Risk initiative focused on enhancing pricing models and curve calibration for a major trading platform. In this role, you’ll work hands‑on with Python and the Murex Flex quant library to design, implement, and test advanced pricing metrics. You’ll collaborate closely with quantitative teams to build proprietary curve logic that delivers meaningful trading advantages.

Responsibilities:

  • Develop and implement pricing models within Murex Flex or in Python to be integrated into the Flex framework.
  • Work closely with quantitative teams to design, implement, calibrate, and test financial pricing metrics and valuation logic.
  • Configure backend components in the Murex Flex/Quant modules to construct and refine market curves.
  • Calibrate curves to identify mispriced cashflows and capture trading advantages through customized model adjustments.
  • Support the enhancement of pricing engines, risk measurement tools, and model behaviors used within Market Risk and Front Office.
  • Integrate market data feeders and configure curve‑building parameters across different time points and currency structures.
  • Troubleshoot model performance issues, identify inaccuracies, and propose quantitative improvements.
  • Participate in model validation, regression testing, and deployment cycles for pricing and curve‑calibration logic.
  • Collaborate with Market Risk, Trading, and Quant teams to ensure models align with risk standards and trading strategies.
  • Contribute to documentation of pricing logic, model changes, and calibration methodologies.

Requirements:

  • 4+ years of hands‑on experience with Murex Flex or similar quant/pricing libraries (Flex expertise strongly preferred).
  • Strong programming skills in Python, especially for financial modeling and quantitative analytics.
  • Experience implementing pricing models, valuation metrics, or financial instrument behavior in production environments.
  • Background in Market Risk, quantitative finance, or derivative pricing.
  • Familiarity with curve construction, curve calibration, and market data integration.
  • Ability to translate quantitative requirements into technical design and working code.
  • Strong understanding of fixed income, interest rate products, or FX derivatives.
  • Ability to work collaboratively with quantitative analysts to implement and test pricing metrics.
  • Detail‑oriented, analytical, and comfortable with back‑end model development.

Why NTT DATA?   

Empowerment and rewards are the cornerstone of our career development model. We are a young, fast-growing company, with a highly innovative and entrepreneurial spirit, because of this professional experience and growth will be unmatched. Our talent and positive attitude allows us to transform our goals into achievements, and projects into realities.

NTT DATA is committed to hiring and retaining a diverse workforce. We are proud to be an Equal Opportunity/Affirmative Action-Employer, making decisions without regard to race, color, religion, creed, sex, sexual orientation, gender identity, marital status, national origin, age, veteran status, disability, or any other protected class. NTT DATA is an Equal Opportunity Employer Male/Female/Disabled/Veteran and a VEVRAA Federal Contractor.

 

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