Murex PFE/CVA Risk BA

A leading bank in Riyadh is seeking a Murex risk consultant for their support activities. The ideal candidate will have a strong functional knowledge as a credit risk Murex/MLC developer.

Responsibilities:

1. Manage both the Credit Risk and Market Risk related vendor deliveries, technical configurations support, and closure.
2. Coordinate with the vendor for reported bugs, track fixes, deploy re-tests, and ensure quality on the technical deployment.
3. Support users with SIT and UAT application access, best practices, limitations, etc., securing sign-off.
4. Handle new developments and minor Change Requests (CRs) which can be managed internally.
5. Provide enhancements related to VAR, Scenarios, and Performance Attributions post Go Live, requiring technical support.
6. Ensure Static Data configurations, required methodology documentation, and valuations meet user expectations as part of implementation.
7. Promptly support and address regulatory reporting issues, breaches, exposures, limit validations, and ALGO - Mx sync.

Mandatory Skills:

• Credit Risk
• Murex Limits Controller (MLC)
• Murex PFE/CVA
• Potential Future Exposure/Credit Valuation Adjustment (PFE/CVA)

Experience Requirements:

• Minimum 8 to 10 years of experience.
• Experience in implementing PFE/CVA/SACCR is a must-have.
• Familiarity with regulatory reporting issues, VAR, and limit validations.

Work Conditions:

• On-site
• Full-time

Language Requirements: Not specified.