Home Saudi Arabia Senior Murex Risk BA
Home Saudi Arabia Senior Murex Risk BA
Senior Murex Risk BA
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*** Notes: This is a Saudi-based role and onsite from day 1. No remote working / 3 year long term engagement. *** Project Description: Large bank in Saudi is looking for Risk BA for their Murex greenfield implementation project. Responsibilities:- 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).
- Developments of reporting capabilities within Murex FRTB module. This includes Regulatory and Management Reporting, for positions, limit monitoring, stress testing (e.g. VaR, ES, Exposureset).
- 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.
- Murex consultant with knowledge of both credit risk and market risk (7-10 yoe).
- Credit risk skills - CVA/PFE, MLC, and collateral management.
- Market Risk skills- VaR, SIMM, and FRTB.
- PFE, CVA configuration: Credit curves, PFE-CVA risk Configuration, Limit management.
- MLC configuration: Risk, Static data, Limit, Engine, reset, LRB, EOD, Administration, Datamart, LTS and EOD.
Seniority level
Mid-Senior levelEmployment type
Full-timeJob function
Information Technology and ConsultingIndustries
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Hiring company
Luxoft
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