Murex XVA Senior Business Analyst

Murex XVA Senior Business Analyst

Location - Remote but preferred local candidates in New Jersey

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+ year's 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

Screening Questions:

• Resource must support EST working hours (8 AM to 5 PM). Please confirm if you are good with the support hours if remote.
• If local to NYC, can you work in office 3 days a week during the engagement?
• Are you able to provide your experience and client references?