Murex Risk XVA Business Analyst Configurator

Amsterdam - Netherlands

Monthly Salary: Not Disclosed

Posted on: 11 hours ago

Vacancies: 1 Vacancy

Job Summary

We are looking for an experienced Murex Business Analyst/Configurator to join our Risk/XVA this role you will support change initiatives across the Markets and Treasury domain including regulatory-driven programs such as the Fundamental Review of the Trading Book (FRTB). The ideal candidate brings strong expertise in Murex risk management and XVA combined with excellent analytical and configuration skills.

1. Murex Configuration and Support:

Configure maintain and support Murex risk and XVA for Markets and Treasury ensuring performance and stability.
Implement changes and participate in 2nd/3rd line production support including incident handling.

2. Regulatory Compliance:

Support regulatory initiatives such as FRTB and ensure configurations and processes meet regulatory standards.
Collaborate with compliance teams on regulatory requirements.

3. Business Analysis:

Gather and document business requirements and translate them into functional Murex specifications.
Perform gap and feasibility analysis.

4. Testing and Validation:

Define and execute system integration and UAT testing.
Identify track and resolve defects.

5. Stakeholder Management:

Work closely with business users IT teams and vendors.
Provide end-user support and training.

6. Continuous Improvement:

Identify and implement process and system improvements.
Stay up to date with Murex and risk management developments to enhance platform capabilities.

Qualifications :

Technical Expertise:

1. Murex System Knowledge:

Strong understanding of Murex architecture and modules with extensive experience in configuring risk and XVA functionalities.
Proficient in MxML workflows data mapping and scripting for automation and integrations.

2. Risk Management:

Hands-on experience with Murex Market Credit and Liquidity Risk modules.
Skilled in configuring risk measures (VaR PFE stress testing) and managing limits thresholds and alerts.

3. XVA Implementation:

Expertise in configuring XVA calculations (CVA DVA FVA MVA) and related methodologies.
Experience integrating XVA with front-office systems for real-time reporting.

4. Regulatory Compliance:

Strong knowledge of regulatory frameworks such as FRTB and their impact on risk and XVA.
Experience implementing regulatory changes capital calculations and regulatory reporting in Murex.

5. Performance Optimization:

Proven ability to optimize Murex performance for large-scale data and real-time risk processing.
Skilled in troubleshooting and applying best practices for system efficiency.

6. Integration and Automation:

Experience integrating Murex with external systems and automating data flows.
Proficient with MxML Exchange Datamart and reporting tools for risk monitoring and analysis.

Communication and Interpersonal Skills:

Excellent verbal and written communication skills.
Ability to work collaboratively with cross-functional teams.
Strong stakeholder management and negotiation skills.

Educational Background:

Bachelors degree in Finance Business Administration Computer Science or a related field.
Relevant certifications in Murex risk management or project management are a plus.

Preferred Qualifications:

Experience with other risk management systems and tools.
Prior experience working in a financial services or banking environment.
Knowledge of additional regulatory requirements impacting the Markets and Treasury domain.

Additional Information :

Acquisition in response to this vacancy is not appreciated.

Your work location is in the Netherlands.

Remote Work :

Employment Type :

Full-time