Description

<p>Summary</p><p>IT Front Office is looking for Murex xVA Senior Business Analyst.</p><p><br></p><p><b>Principal Duties and Responsibilities</b></p><ul><li>Responsible for the development and support of systems for the XVA Trading desk. Major tasks include:</li><li>Writing functional specifications and working with the vendors or the internal IT team to make sure that the solution provided meets the requirements.</li><li>Working with quants and desk, testing & deploying enhancements to the XVA systems.</li><li>Developing reporting and augment processes for the CPM desk</li><li>Developing modules to add adjunct functionality to the trading systems.</li></ul><p><b>Qualifications:</b></p><ul><li>5+ years experience in Rates or XVA, preferably with front office development</li><li>A background in architecting, trade flows & STP for Fixed Income systems.</li><li>Ability to work with vendors</li><li>Ability to work with business and product leaders to understand their key drivers and help them understand how technology tradeoffs should influence their strategy.</li><li>Ability to clearly document and communicate objectives, requirements and designs at these different levels of abstraction</li><li>Excellent written and verbal communication skills</li><li>Effective presentation skills</li><li>Strong educational background with BS / MS in Computer Science, Engineering or related area.</li><li>Strong knowledge of both Windows and Linux</li><li>Self driven — Ability to deliver projects from initiation to completion.</li><li>Define interfaces and data flow between Murex and upstream/downstream systems (e.g., market data, collateral systems, XVA calculators).</li><li>Murex Configuration & Analysis – Analyze and configure Murex modules to support XVA calculations, especially in the Risk, Simulation, and Collateral modules.</li><li>Configure trade templates, workflows, and valuation formulas for XVA desks.</li><li>Excellent knowledge of SQL – Work closely with technical teams on data mapping (market data, trade attributes, CSA data, counterparty data).</li><li>Strong knowledge of Murex</li><li>Knowledge of PowerShell and Python a plus</li></ul><p><br></p><p><b>Screening Questions: </b></p><ul><li>Resource must support EST working hours (8 AM to 5 PM). Please confirm if you are good with the support hours if remote.</li><li>If local to NYC, can you work in office 3 days a week during the engagement?</li><li>Are you able to provide your experience and client references?</li></ul><p></p>