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 XVA Techno-Functional Business Analyst as a part of this upgrade project
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.
Must have
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
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.
MBA (Finance) / Chartered Accountant / CFA / FRM / Other Bachelor Degree from reputed university
English: C1 Advanced
Senior
Luxoft, a DXC Technology Company (NYSE: DXC), is a digital strategy and software engineering firm providing bespoke technology solutions that drive business change for customers the world over. Acquired by U.S. company DXC Technology in 2019, Luxoft is a global operation in 44 cities and 21 countries with an international, agile workforce of nearly 18,000 people. It combines a unique blend of engineering excellence and deep industry expertise, helping over 425 global clients innovate in the areas of automotive, financial services, travel and hospitality, healthcare, life sciences, media and telecommunications.
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