Business Analyst (Murex)

Key Responsibilities

Gather, analyze, and document business requirements related to Market Risk and Fixed Income products.

Act as a liaison between business stakeholders, risk teams, technology teams, and vendors.

Support Murex to Orchestrade migration initiatives, including requirement gathering, data mapping, reconciliation, and validation activities.

Analyze current-state and target-state processes and provide business-driven solutions.

Define and document functional specifications, user stories, business process flows, and data lineage.

Work closely with Risk Management teams on:

Market Risk Analytics

IRC (Incremental Risk Charge)

CVA/FVA/DVA (XVA Framework)

VaR and Stress Testing

IRRBB (Interest Rate Risk in the Banking Book)

Perform detailed analysis of risk calculations, market data feeds, and valuation methodologies.

Conduct data mapping and reconciliation between source (Murex) and target (Orchestrade) systems.

Support SIT, UAT, regression testing, and production validation activities.

Identify process improvements and automation opportunities within risk operations.

Ensure compliance with internal governance and regulatory requirements.