Murex XVA Techno-Functional Business Analyst

7 days ago


Sydney, New South Wales, Australia Luxoft Full time
Job Overview

Luxoft is seeking an experienced Murex XVA Techno-Functional Business Analyst to join our team for a large-scale Murex Binary Upgrade project. As part of this exciting initiative, you will be responsible for coordinating model validation activities, analyzing and resolving system configuration issues, and working closely with Risk & MO users to build new CR functionality.

Job Description

We require an individual with strong analytical and problem-solving skills, excellent communication and interpersonal skills, and a deep understanding of financial markets and instruments such as Interest Rate Derivatives, Credit Derivatives, Currency Derivatives, Swaps, Futures, Options, FRA, etc. The ideal candidate will have 3+ years of experience in PFE/XVA, Credit Risk calculations, and MLC (Implementation or migration projects) in Murex.

Key Responsibilities
  • Coordinating model validation activities for credit risk/market risk
  • Analyzing and resolving system configuration issues related to Credit Risk, limits management, interfaces, etc.
  • Working closely with Risk & MO users to understand requirements and build new CR functionality
  • Resolving issues around general system configuration, User Groups, Access Rights, Portfolios, etc.
Requirements

To succeed in this role, you should possess:

  • 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
Desirable Skills

A working level knowledge of Unix & SQL, as well as Murex Knowledge around P&L, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations would be advantageous.

Salary and Benefits

The estimated salary for this position is $120,000-$180,000 per year, depending on experience and qualifications. In addition to a competitive salary, Luxoft offers a comprehensive benefits package, including health insurance, retirement plans, and paid time off.



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