Position

FICC MUREX Traded Credit Risk BA__A_SACCR,

Sydney

Location


Sydney

Project Description


We've been engaged by a large Australian financial institution to provide resources for their Credit Risk implementation program working on building a PFE credit engine and integration of a group-wide limits solution for the bank, SA-CCR is within scope of this engagement.
This project will require business analysts to assist in design, configuration and validation of SA-CCR within the Murex module

Responsibilities


    Leveraging strong analytical and problem solving skills, and excellent communication and interpersonal skills for interacting with business users and the vendor
    Making use of strong domain knowledge around general Front office (including some pricing understanding) and Credit Risk to participate and even drive discussions with the model validation team.
    Working closely with Risk users & FO quants in understanding requirements to build new SA-CCR functionality
    Often working individually in resolving issues, and in coming up with and delivering solutions that meet Risk & MO requirements
    Analysing and resolving issues related to system configuration, Credit Risk, limits management, interfaces, etc
    Escalating identified issues / risks in a timely manner to IT and Business managers
    Providing detailed information about issues to the vendor, and co-ordinates with them in testing fixes / solutions
    Acting as an intermediary between business and vendor
    Assisting in resolving issues around general system configuration, FO configuration, static data, access rights etc
    Providing training to business users and assists the business in adapting to the Murex environment
    Ensuring documentation and deliverables are consistent with defined standards
    Having the ability to work under pressure to resolve critical issues and meet project deliverables

Skills


Must have

    Financial mathematics or quant background experience
    * Strong FO domain knowledge cross asset classes on static data, market data, market convention and generic pricing
    * Expertise around simulated Counterparty Credit Risk - specifically SA-CCR.
    * Good level of exposure to Pricing Models such as Hull While 1F and 2F used for diffusion
    * Exposure to Murex even if only as an end-user
    * Experience in driving discussions and facilitate the work of a team on complex delivery items even on topics exceeding one's level of expertise.

Nice to have

    Nice-to-Have Skills:
    * Deeper understanding of financial markets from a non-Risk & MO perspective
    * Deeper all-round knowledge of the Murex application

    Domain knowledge :
    * Should possess an understanding of financial markets
    * Strong knowledge on financial instruments such as Interest Rate Derivatives, Credit Derivatives,Currency Derivatives,Swaps, Futures, FX and IR Options, FRA, etc.

Languages


English: A2 Elementary

Relocation package


If needed, we can help you with relocation process. Click here for more details: see more details

Work Type


Murex

Ref Number


VR-52084

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