Murex xVA Senior Business Analyst
Posted 2 weeks ago by 1750839321
Negotiable
Outside
Remote
USA
Summary: IT Front Office is seeking a Murex xVA Senior Business Analyst to develop and support systems for the XVA Trading desk. The role involves writing functional specifications, collaborating with vendors and internal teams, and enhancing XVA systems through testing and deployment. The analyst will also be responsible for developing reporting processes and augmenting trading system functionalities.
Key Responsibilities:
- Responsible for the development and support of systems for the XVA Trading desk.
- Writing functional specifications and working with vendors or the internal IT team to ensure solutions meet requirements.
- Working with quants and desk, testing & deploying enhancements to the XVA systems.
- Developing reporting and augment processes for the CPM desk.
- Developing modules to add adjunct functionality to the trading systems.
- Define interfaces and data flow between Murex and upstream/downstream systems.
- Murex Configuration & Analysis - Analyze and configure Murex modules to support XVA calculations.
- Configure trade templates, workflows, and valuation formulas for XVA desks.
- Work closely with technical teams on data mapping.
Key Skills:
- 5+ years experience in Rates or XVA, preferably with front office development.
- A background in architecting, trade flows & STP for Fixed Income systems.
- Ability to work with vendors and business/product leaders.
- Excellent written and verbal communication skills.
- Effective presentation skills.
- Strong educational background with BS / MS in Computer Science, Engineering or related area.
- Strong knowledge of both Windows and Linux.
- Self-driven with the ability to deliver projects from initiation to completion.
- Excellent knowledge of SQL.
- Strong knowledge of Murex.
- Knowledge of PowerShell and Python a plus.
Salary (Rate): undetermined
City: undetermined
Country: USA
Working Arrangements: remote
IR35 Status: outside IR35
Seniority Level: undetermined
Industry: IT
Detailed Description From Employer:
Summary
IT Front Office is looking for Murex xVA Senior Business Analyst.
Principal Duties and Responsibilities
Responsible for the development and support of systems for the XVA Trading desk. Major tasks include:
Writing functional specifications and working with the vendors or the internal IT team to make sure that the solution provided meets the requirements.
Working with quants and desk, testing & deploying enhancements to the XVA systems.
Developing reporting and augment processes for the CPM desk
Developing modules to add adjunct functionality to the trading systems.
Qualifications:
5+ years experience in Rates or XVA, preferably with front office development
A background in architecting, trade flows & STP for Fixed Income systems.
Ability to work with vendors
Ability to work with business and product leaders to understand their key drivers and help them understand how technology tradeoffs should influence their strategy.
Ability to clearly document and communicate objectives, requirements and designs at these different levels of abstraction
Excellent written and verbal communication skills
Effective presentation skills
Strong educational background with BS / MS in Computer Science, Engineering or related area.
Strong knowledge of both Windows and Linux
Self driven -- Ability to deliver projects from initiation to completion.
Define interfaces and data flow between Murex and upstream/downstream systems (e.g., market data, collateral systems, XVA calculators).
Murex Configuration & Analysis - Analyze and configure Murex modules to support XVA calculations, especially in the Risk, Simulation, and Collateral modules.
Configure trade templates, workflows, and valuation formulas for XVA desks.
Excellent knowledge of SQL - Work closely with technical teams on data mapping (market data, trade attributes, CSA data, counterparty data).
Strong knowledge of Murex
Knowledge of PowerShell and Python a plus