- MUST have Murex PFE or XVA to applyWe've been engaged by a large Australian financial institution to provide resources to their upcoming Murex Binar.....
- MUST have Murex PFE or XVA to apply
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 XVA Functional BA as a part of this upgrade project
Responsibilities:
• Co-ordinating model validation activities for credit risk/market risk
• Has strong analytical and problem solving skills, and excellent communication and interpersonal skills for interacting with business users and the vendor
• Works closely with Risk & MO users in understanding requirements to build new CR functionality
• Often works individually in resolving issues, and in coming up with and delivering solutions that meet Risk & MO requirements
• Analyses and resolves issues related to system configuration, Credit Risk, limits management, interfaces, etc
• Escalates identified issues / risks in a timely manner to IT and Business managers
• Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes / solutions
• Acts as an intermediary between business and vendor
• Is able to assist in resolving issues around general system configuration, User Groups, Access Rights, Portfolios, etc
• Provides training to business users and assists the business in adapting to the Murex environment
• Ensures documentation and deliverables are consistent with defined standards
Has the ability to work under pressure to resolve critical issues and meet project deliverables
• PFE configuration expertise
• Availability of Real-time engine on the FO date of MX.
• Checking the syncing static data - like counterparty, currency , country, portfolio.
Mandatory Skills Description:
• Murex Knowledge and 3+ years of experience around - PFE/XVA, Credit Risk calculations
• Murex Knowledge and 3+ years of experience around - MLC ( Implementation or migration projects )
• Configuration / optimization experience of latest Murex PFE and XVA
Desired Skills:
• Working level knowledge around Unix & SQL
• Murex Knowledge around - P&L, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations
Nice-to-Have Skills Description:
• Deeper understanding of financial markets from a non-Risk & MO perspective
• all-round knowledge of the Murex application
Domain knowledge :
• Should possess an understanding of financial markets
• Basic knowledge on financial instruments such as Interest Rate Derivatives, Credit Derivatives, Currency Derivatives, Swaps, Futures, Options, FRA, etc.
