Murex Credit Risk Consultant
Core
Configure, support, and implement Murex Credit Risk platform modules for counterparty exposure, collateral management, limits monitoring, and regulatory reporting.
Role type
Senior functional/technical Murex Credit Risk Consultant
Builds
Credit risk solutions covering counterparty exposure, collateral management, limits monitoring, XVA, and regulatory reporting within the Murex platform
Domain
Financial services / Credit Risk / Murex platform
Deliverable
production ML models | product features | dashboards & analysis | client delivery
Required skills
Murex MX.3 Credit Risk Module configuration, Counterparty Credit Risk (CCR) implementation, SA-CCR calculations, Credit Limits management, Collateral Management, Margining workflows, SQL, Oracle Database, UNIX/Linux, Shell Scripting, XML, Agile/Scrum project management
Preferred skills
Experience with global investment banks, Treasury and Capital Markets knowledge, Wrong-way risk methodologies, Settlement risk calculations, Netting agreements
Technologies
Murex MX.3, Oracle Database, UNIX/Linux, Shell Scripting, XML
Responsibilities
Configure Murex Credit Risk modules and workflows, Analyze business requirements from Credit Risk and Trading teams, Configure counterparty risk calculations and exposure metrics (PFE, EE, EPE), Support CSA agreements and collateral optimization, Configure credit limits and monitoring, Produce Functional Specification Documents (FSD) and Business Requirement Documents (BRD), Conduct User Acceptance Testing (UAT) and prepare test cases, Support production incidents and batch processing, Coordinate deployment activities and migrations
Seniority
Senior, hands-on IC