Murex Risk Ba

2 weeks ago


Riyadh, Ar Riyāḑ, Saudi Arabia Luxoft Full time

Project Description**:

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

Responsibilities:

  • 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 signoff 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

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

Languages:

English:
C1 Advanced

Seniority:

Senior

Relocation package:

If needed, we can help you with relocation process.

Vacancy Specialization

Murex

Ref Number

VR-96312
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