Overview
Skills
Job Details
Position Title: Murex XVA Senior Business Analyst
Location: Remote but preferred local candidates in New Jersey
Duration: Contract
Job Description
IT Front Office is looking for Murex xVA Senior Business Analyst.
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