Levy Professionals
ABOUT YOU
You are a highly skilled Murex Risk/XVA Business Analyst/Configurator with extensive experience working across risk, valuation adjustments, and regulatory change environments. You bring a strong blend of functional and technical expertise, allowing you to design, configure, and optimise Murex to support complex Markets and Treasury requirements. You understand the full spectrum of risk measures, XVA methodologies, and regulatory obligations such as FRTB, and you are confident navigating both analytical problem-solving and hands-on configuration. You are comfortable engaging with business, model validation, risk teams, and technology stakeholders to deliver robust and compliant solutions.
WHAT ARE YOU GOING TO DO
-
Configure and enhance Murex risk and XVA modules, including VaR, PFE, sensitivities, stress testing scenarios, XVA calculations, risk limit frameworks, and reporting structures
-
Analyse risk, XVA, and regulatory requirements, translate them into detailed functional specifications, perform gap analysis, and guide end-to-end delivery of system changes
-
Implement regulatory-driven changes (including FRTB), setting up capital calculation approaches, ensuring compliance with global standards, and aligning system behaviour with new rules
-
Lead rigorous testing cycles-including scenario validation, integration testing, quantitative result comparisons, and UAT-while ensuring accuracy of calculations and data flows
-
Support production operations through incident analysis, root-cause investigation, specialised functional guidance, and continuous optimisation of performance, workflows, and calculations
AN IDEAL PROFILE WOULD BE
-
Deep expertise in Murex risk architecture, including Market/Credit/Liquidity Risk modules, configuration of analytics (VaR, sensitivities, greeks), exposure metrics, and stress testing frameworks
-
Strong XVA implementation background with hands-on configuration of CVA, DVA, FVA, MVA, modelling inputs, data mapping, workflow integration, and supporting real-time valuation updates
-
Proven ability to implement regulatory frameworks such as FRTB, configure Standardised Approach (SA) and Internal Models Approach (IMA), and support capital reporting and scenario analysis
-
Advanced skills in MxML Exchange, datamart, scripting, integration with market data and downstream systems, performance tuning for large-scale computations, and automation of risk workflows
-
Excellent communication and leadership skills, with the ability to guide stakeholders, manage expectations, document processes, provide training to users, and drive system upgrades and enhancements
Tick all the boxes? Then smash that button and let’s have a chat.
ABOUT US:
Levy is an international IT staffing organization providing recruitment and project resourcing services to companies ranging from start-ups to well established global players across the UK, Holland, Germany, Belgium, and the USA. By partnering with our clients, we provide tailored interim and permanent IT staffing solutions to help them deliver their initiatives across applications and infrastructure, touching areas such as Digital, Data, Cloud, Cybersecurity and ERP.
