Murex Risk/XVA Business Analyst/Configurator
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Responsibilities
- Configure and maintain Murex for risk and XVA functionalities.
- Implement and support changes for Markets and Treasury requirements.
- Ensure system performance and stability.
- Participate in production support rotations (second and third line).
- Support regulatory compliance initiatives, including FRTB.
- Gather and document business requirements; translate into functional specifications.
- Conduct gap analysis and feasibility studies.
- Develop and execute test plans (system, integration, UAT).
- Collaborate with stakeholders and provide training/support.
- Identify opportunities for process improvement and optimization.
Requirements
- Murex Expertise: Strong knowledge of Murex architecture and modules; experience configuring risk and XVA functionalities; proficiency in MxML workflows and scripting.
- Risk Management: Hands-on experience with Market Risk, Credit Risk, Liquidity Risk; ability to configure VaR, PFE, and stress testing.
- XVA Implementation: Expertise in CVA, DVA, FVA, MVA configuration and integration with front-office systems.
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Company Intel
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