Job Description
The successful candidate will have a strong understanding of Murex, APIs, and financial markets.
The Murex Business Analyst will be responsible for analyzing business requirements, designing solutions, and implementing changes to our Murex platform using APIs.
Post-Graduate degree in statistics, finance, mathematics, engineering (technology), or other quantitative or computational disciplines. Risk certifications are desirable.
Job Duties:
Platform:
FO Pre Trade Pricing tool (Counterparty Risk Metrics Analysis) application produces xVA, PFE, and EEPE measurements across trading platforms in a leading European bank. The platform is used across the bank's Risk, Trading, and Finance departments. You will be part of the pricing division where you will be in charge of the evolution and maintenance of this pricing library.
The job duties would involve:
* Analyze business requirements by collaborating with front office traders and design solutions, write BRDs, FRDs, develop requirements, and perform associated impact analysis.
* Translate the requirements into a solution on the global Murex platform by performing detailed analysis & design, configuration, and testing/migration tasks.
* Perform gap analysis on existing functionality to facilitate the transition from Legacy onto the Murex platform.
* Test the functionality and numbers.
Skills Required:
* In-depth financial market product knowledge: FX & Treasury related products.
* Experience in front-to-finance integration and migration solutions.
* Experience in a project-driven environment.
* Understanding of the front-to-finance life cycle of products through the various departments of the bank (Front Office, MRM, Back Office, and Finance).
* Able to analyze data from legacy systems and translate this into a functional specification with the goal of migrating these trades.
* Experience in a change management environment of Murex.
* In-depth financial market product knowledge: FX Derivatives.
* Broad knowledge of Murex 3.1, especially the following modules:
o Market data setup (RTBS configuration)
o Murex general configuration
o Murex data model
o Murex GOM
o Contract workflow (pricing & closing)
o Murex simulations/FDI
o Pre-Trade formulae
o FX/MM and FXO
o Murex pricing (curve configuration, P&L, Vol, etc.)
o Murex Exchange (MXML)
o Murex Limits Connector (MLC)
o Request for Quotation (RFQ)
o Datamart, MRM Reports
o E-Tradepad
o Settlements
o SQL (Sybase), Unix, Shell Scripting
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