Murex Middle Office Consultant
MIZUHO BANK, LTD.
[Job Responsibilities]
Business requirements analysis: Gather and analyze business requirements from middle-office users and risk managers, translating them into functional and technical specifications for the Murex system.
System configuration: Configure and customize Murex risk components, including simulation views for P&L, risk analysis, and report generation via Datamart.
Risk module management: Manage and configure Murex for market risk and credit risk calculations, including Value at Risk (VaR), sensitivity analysis (Greeks), and Potential Future Exposure (PFE).
Integration and workflows: Support and enhance trade life cycle workflows (pre-trade and post-trade) and the Murex messaging framework (MxML Exchange) for seamless integration with other systems.
Production support: Provide expert-level support (L2/L3) for production issues, troubleshooting discrepancies in positions, P&L, and risk figures.
User support and training: Act as the point of contact for middle-office users, resolving queries and providing training to promote system best practices.
Project lifecycle involvement: Participate in all phases of the project life cycle, including system testing (SIT/UAT), regression testing, and post-implementation support.
Regulatory compliance: Assist in implementing and configuring Murex functionalities to comply with regulatory reporting requirements, such as FRTB and Basel.
[Job Requirements]
Experience: 8+ years of hands-on experience with Murex MX.3, specifically focusing on the Risk (both Market and Credit risk) streams.
Functional Expertise: In-depth knowledge of capital markets products, including FX, Money Markets (MM), Interest Rate Derivatives (IRD), Equities, and Fixed Income.
Murex Modules: Strong practical knowledge of Murex Middle Office modules, VaR configuration, MRA viewers, and Datamart.
Technical Skills: Proficiency in SQL, Unix/Linux shell scripting, XML, and other relevant technologies for troubleshooting and development.
Financial Market Concepts: A solid understanding of the front-to-back trade lifecycle, confirmation, settlement, and payment concepts.
Communication: Excellent written and verbal communication skills with the ability to explain complex technical concepts to non-technical stakeholders.
Problem-Solving: Strong analytical and problem-solving abilities to identify the conditions that create errors and drive issue resolution.
Preferred Qualifications (Good to Have)
- Experience with Murex implementation.
- Knowledge of ALM, Liquidity risk, FV/CS Hedging.
- Familiarity with Agile or DevOps methodologies.