Murex PFE Developer - XVA
- Sydney, NSW
- Permanent
- Full-time
- Has strong analytical and problem-solving skills, and excellent communication and interpersonal skills for interacting with business users and the vendor
- Works closely with Risk & MO users in understanding requirements to build new CR functionality
- Often works individually in resolving issues, and in coming up with and delivering solutions that meet Risk & MO requirements
- Analyses and resolves issues related to system configuration, Credit Risk, limits management, interfaces, etc
- Escalates identified issues/risks in a timely manner to IT and Business managers
- Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes/solutions
- Acts as an intermediary between business and vendor
- Is able to assist in resolving issues around general system configuration, User Groups, Access Rights, Portfolios, etc
- Provides training to business users and assists the business in adapting to the Murex environment
- Ensures documentation and deliverables are consistent with defined standards Has the ability to work under pressure to resolve critical issues and meet project deliverables
- PFE/XVA configuration expertise
- Underlying Murex services and batch jobs optimizations
- Inbound/Outbound flows from Credit Risk engine maintenance
- Availability of Real-time engine on the FO date of MX.
- Checking the syncing static data - like counterparty, currency, country, and portfolio.
- Murex Knowledge and 5+ years of experience around PFE/XVA, Credit Risk calculations in Murex
- Murex Knowledge and 5+ years of experience around MLC (Implementation or migration projects)
- Configuration/optimization experience of latest Murex PFE and XVA including Murex services and batch scheduling
- Deep level knowledge around Unix & SQL
- Murex Knowledge around - MXML workflows, P&L, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations
- Deeper understanding of financial markets from a non-Risk & MO perspective • all-round knowledge of the Murex application Domain knowledge : • Should possess an understanding of financial markets • Basic knowledge on financial instruments such as Interest Rate Derivatives, Credit Derivatives, Currency Derivatives, Swaps, Futures, Options, FRA, etc.