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Murex XVA

Signature IT World Inc


Summary

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+ years 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

Screening Questions:

  • Resource must support EST working hours (8 AM to 5 PM). Please confirm if you are good with the support hours if remote.
  • If local to NYC, can you work in office 3 days a week during the engagement?
  • Are you able to provide your experience and client references?