Front Office Business Analyst
Luxoft
Bangalore, IN
3d ago

Project Description

The company drives all Murex change work at Tier-1 Australia Bank.

Currently, will look to take on all Murex functional, technical and environments management support as well as new features implementation within a single globally distributed team (Sydney / London / Bangalore).

Business trips to Australia might be required with a further possibility of relocation to Australia (performance-based option on clients feedback)

Responsibilities

You will be a Front Office Business Analyst Lead focusing on a varied portfolio of work, including Market Risk and VaR / ES configuration and functional BA work.

Configuration for MRE module in Murex will be expected. You have the opportunity to help shape the teams role and responsibilities and help implement new technologies and processes to expand and deepen test coverage and improve time to release.

Must

5+ Years of relevant Murex (and / or other Primary Trading System) Front Office experience

  • Good / Export knowledge of at least two asset classes (Risk and Pricing) including IRD, FI, Credit, FXD, FX Cash and Commodities, of the Murex product suite.
  • experience of PFE (potential future exposure) and credit limit calculations
  • deep expertise of counterparty credit risk calculations
  • Experienced in dealing with Risk, Product Control and Front Office stakeholders in both Markets and Treasury divisions
  • Strong hands-on knowledge of FO configuration
  • instruments, generators, curves, market data , market conventions, etc
  • Strong knowledge of FO modules
  • Simulation screens, Simulation Viewer, eTradepad, P&L notepad, market operations, etc
  • Good knowledge of how to analyse P&L and sensitivity issues within Murex
  • Knowledge of organization setup and User Groups / Access Rights
  • Some knowledge of Dynamic Tables, MReport / Datamart, preTrade and postTrade workflows, and interfaces
  • Nice to have

  • Experience working on Murex Credit Risk projects (CVA, PFE)
  • Experience on regulatory projects
  • Deeper all-round knowledge of the Murex application"
  • Languages

  • English : Intermediate
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