Murex Risk BA (Limits, Collateral)

Experience in MLC with exposure on counterparty risk, collateral management. Implementation of full Basel III reforms in Murex including FRTB, SA-CCR, CVA requirements, . etc. Ensure correctness of all Treasury positions on EOD basis (e.g. HQLAs and other investments, money market instruments, trading instruments etc.) Developments of reporting capabilities within Murex FRTB module. This includes Regulatory and Management Reporting, for positions, limit monitoring, stress testing (e.g. VaR, ES, Exposures etc.) Undertake and ensure simulations and projections capabilities for new deal impacts and portfolio/limit changes Develop test cases, perform UAT exercise and provide sign-off for existing and new products impacts within Murex while ensuring calculation of correct capital charge on a daily basis Liaise and engage with all stakeholders i.e., Bank, Murex and IT to ensure requirements are delivered correctly and in timely manner Must have 5 to 7 years of experience in risk Business Analysis MLC with exposure on counterparty risk, collateral management Collateral management Counterparty risk Role: Risk Consultant Industry Type: Management Consulting Department: Risk Management & Compliance Employment Type: Full Time, Permanent Role Category: Assessment / Advisory Education UG: Any Graduate PG: Any Postgraduate Key Skills Stress testingCollateral managementMoney marketBusiness analysisBankingUATTest casesMurexMonitoringManagement reporting