Murex Risk BA (Limits, Collateral)

Job highlights

• Experience in MLC with exposure on counterparty risk,collateral management

• 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

Must have

• 5 to 7 years of experience in risk Business Analysis
• MLC with exposure on counterparty risk, collateral management
• Collateral management
• Counterparty risk