Murex Risk (PFE/CVA) BA

Project Description:

A leading bank in Riyad is looking for Murex risk consultant for their support Activities. Looking for a credit risk murex/mlc developer with strong functional knowledge.

Responsibilities:

• Manage both the Credit Risk & Market Risk related vendor deliveries, technical configuration support and closure.
• Coordinate with vendor for reported bugs, track fixes, deploy re-test and ensure quality on the technical deployment.
• Support users with SIT, UAT application access, best practices, limitations, etc., and securing sign off.
• Handle the new developments / minor CRs which can be handled internally.
• Enhancements related to VAR, Scenarios, Performance Attributions, etc., will be required post Go Live, which needs technical support.
• Ensure the Static Data configurations, required methodology documentations, valuations, etc., are meeting user expectations part of implementation.
• Regulatory reporting issues, breaches, exposures, Limit validations, ALGO - Mx sync, etc., to be supported promptly and addressed.

Mandatory Skills Description:

• Murex
• Murex support experience in credit risk/MLC
• Minimum 8 to 10 years of experience.
• Experience in implementing PFE/CVA/SACCR is a must have experience.
• Regulatory reporting issues, VAR, Limit validations.

Nice-to-Have Skills Description:

• Murex Market risk experience