Senior Murex Risk BA

at  Luxoft

PROJECT DESCRIPTION

Large bank in Saudi is looking for Risk BA for their Murex greenfield implementation project.

SKILLS

Must have
5 to 7 years of Murex experience in risk Business Analysis is mandatory.
MLC with exposure on counterparty risk, collateral management
Nice to have
NA

Experience in MLC with exposure on counterparty risk, collateral management.
Implementation of full Basel III reforms in Murex including FRTB, SA-CCR, CVA requirements, …. etc.
Ensure correctness of all Treasury positions on EOD basis (e.g. HQLAs and other investments, money market instruments, trading instruments … etc.)
Developments of reporting capabilities within Murex FRTB module. This includes Regulatory and Management Reporting, for positions, limit monitoring, stress testing (e.g. VaR, ES, Exposures … etc.)
Undertake and ensure simulations and projections capabilities for new deal impacts and portfolio/limit changes
Develop test cases, perform UAT exercise and provide sign-off for existing and new products impacts within Murex while ensuring calculation of correct capital charge on a daily basis
Liaise and engage with all stakeholders i.e., Bank, Murex and IT to ensure requirements are delivered correctly and in timely manner