Murex XVA X-Value Adjustment
Posted on :
14-03-2024
Employer Active
1 Vacancy
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Monthly Salary
Not Disclosed
Salary Not Disclosed
Vacancy
1 Vacancy
Posted on :
14-03-2024
Job Description
Req ID : 2626202
Hello Guys
Role: Murex XVA (XValue Adjustment)
including Credit Valuation Adjustment (CVA) Funding Valuation Adjustment (FVA) and Capital Valuation Adjustment (KVA)
Location is New York City (can be hybrid: 23 days in NYC) or 100% Remote ( F2F Interview )
Any visa status is fine ( No H1B CPT and TN
Senior candidates needed (510 years total is idea) please keep rates below 90/hr cc
Local candidates preferred but not necessary (can do video interview for this one)
This is for a foreign bank
Position: Murex XVA Senior Reporting Specialist
Key Responsibilities:
- Serve as the primary liaison for all XVA reporting including stored procedures and data extractions.
- Demonstrate strong attention to detail in managing technical aspects.
Daily Responsibilities/Functions:
- Act as the primary point of contact for all Datamart and downstream processes.
- Drive the longterm strategic vision for the XVA data model.
- Proficiency in Murex is essential.
Employment Type
Full Time
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