Murex Techno-Functional Developer

• Understand xVA & Credit Risk Business requirements and interact with business stakeholders
• Design and develop Murex configurations and scripts around xVA & Credit Risk module including MLC component
• Contribute to improvements for the resiliency and performance of Murex xVA & Credit Risk module including Murex MLC component
• Perform MLC (Murex Limits Controller) configuration and development incl. MLC Datamart Reports, MLC Formula., LTS LRB Task
• Collaborate with other Murex engineering teams and group risk technology teams

Skills

• Overall 4+ years of Murex experience
• Good financial markets background across a range of asset classes (Interest rate derivatives, Foreign Exchange Derivatives, Credit Derivatives, etc)
• Good understanding of Murex Datamart, xVA (Valuation Adjustments), and Credit Risk
• Good knowledge of SQL (Oracle) and Unix commands
• Good in problem-solving and analytical skills
• Strong communication skills

Nice to have

• If no prior experience in Credit Risk (Potential Future Exposures), Credit Valuation Adjustment (CVA) or SA-CCR, the ability and will to extend skills to this area will be important.
• Prior experience in scripting like Python, and Unix will be an advantage.