Senior Market Risk Consultant (Murex),




Project Description

We've been engaged by a large Australian financial institution to provide resources to their Murex team working on a wide range of projects from regulatory engagements to binary upgrades.
Our client has made a strategic decision to implement Murex market risk module for VaR and FRTB (ES/IMA) calculations. This project will require business analysts to assist in the build and configuration of a new market risk module

Excelian have been engaged on this multi-year risk module implementation and will be supplying developer, risk BA and testing resources to help our client with their aim of replacing their legacy market risk system for Murex 3.1 ERM module.

Joining this program you will have the benefit of working with an established client team, fully involved in the project initiation (POC of the market risk vendor platform) through to project implementation, not only for the Murex asset but also upstream systems, such as the managed market data service provider.


    • Conduct workshops and meetings to facilitate future state processes between multiple business and technical teams
    • Work through process problems by investigating key requirements and dependencies in order to achieve an agreed approach with all stakeholders
    • Document down future state processes into digital process flow diagrams
    • Present and articulate processes with key stakeholders and manage feedback and changes
    • Document down standard operating procedures and assist in key regulatory documentation delivery


Must have

    • Market Risk experience
    o An understanding of the operational components of how market risk is calculated e.g. the main components that are brought into such calculations and what must be considered
    o How market risk is operationally managed in a run the bank BAU capacity
    o Able to hold detailed business level discussions with senior stakeholders around the various components of market risk with the ability to challenge proposals based on a solid knowledge of the subject matter
    o Has a good understanding of how market risk systems and their processes integrate with each other
    • Solid business analyst skills
    o Ability to setup and run workshops, meetings and information gathering sessions with key stakeholders to gather and distribute the information needed
    o Ability to translate information gathered into a clear process and articulate that into process diagrams and supporting documentation
    o Ability to comfortably present information and processes to key stakeholders within the market risk domain

Nice to have

    • Murex experience - Operational or technical
    • Front office experience: Position management; Risk management
    • Market data experience: Rates
    • Regulatory risk experience e.g. APS 116


English: B2 Upper Intermediate

Relocation package

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

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