PFE/CVA Risk Business Analyst

We are seeking a Murex risk consultant for support activities. The ideal candidate will have strong functional knowledge as a credit risk Murex/MLC developer.

Responsibilities:

• Manage both Credit Risk and Market Risk related vendor deliveries, providing technical configuration support and ensuring closure.
• Coordinate with vendors for reported bugs, track fixes, deploy retests, and ensure quality in technical deployments.
• Support users with SIT, UAT application access, best practices, limitations, etc., while securing sign-off.
• Handle new developments and minor change requests (CRs) that can be managed internally.
• Provide enhancements related to VAR, Scenarios, Performance Attributions, etc., required post Go Live, necessitating technical support.
• Ensure Static Data configurations, required methodology documentation, and valuations meet user expectations part of implementation.
• Promptly address regulatory reporting issues, breaches, exposures, limit validations, and ALGO - Mx synchronization.

Mandatory Skills:

• Experience with Murex and Murex support in credit risk/MLC.
• Minimum of 8 to 10 years of experience.
• Expertise in implementing PFE/CVA/SACCR is essential.
• Familiarity with regulatory reporting issues, VAR, and limit validations.

Nice-to-Have Skills:

• Experience in Murex Market Risk.

Location: Riyadh, Saudi Arabia (On-site)
Work Conditions: Full-time
Language Requirements: Not specified.