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.