Murex XVA/PFE Developer

Applicants from any Australian state considered

Beyond functional enhancements, a key focus on that asset concerns the recoverability as well as overall performance requiring continual fine tuning.

• 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

• 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

• 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.