Who are the Markets Value Stream? Markets Value Stream, part of Commercial and Business Banking Transformation is focussed on product management and development of all aspects of the customer journey in Traded products for the Ring Fenced and Non-Ring-fenced Bank. We think we are fun (others might challenge that) but we are definitely a friendly, engaging and hard-working team. We have a lot to deliver this year and are hoping to find someone to come on the journey with us to build a world class IT function to support an important part of the bank. The MAS Lab The Markets Architecture Strategy (MAS) Lab tasked with delivering a transformational simplification of the Commercial Markets landscape. The implementation is centred around the introduction of the Murex platform. Our aim is to build an industry leading, innovative and diverse team, one that is capable of delivering inspired change - we also intend to enjoy the journey! So read on, and if this sounds like the career you'd like to have you'll be a part of aa team that is inclusive, has a values-led culture which celebrates diversity and equal opportunity and that provides phenomenal opportunities for flexible working. What is needed for in this role? Experience in delivering complex cross-asset MxML functionality front to back on Murex 3.1 for Foreign Exchange, Commodities, Equities, Credit, Derivatives and Interest Rate product trading Expert in Pricing Models, good knowledge especially on CVA/XVA An expert in understanding curve construction, rate curve assignments and other market data including historical data/fixings Experienced with derivatives such as options and external pricing models Able to dissect, explain and solve PL/Risk in Simulation, PLVAR and VaR Equipped with a history of configuring, validating, and releasing a Murex element, such as a generator (bond, swap etc.), to production using a structured release process Knowledgeable of the Murex database, the various classes of reporting, and system processes such as netting, purge and EOD Knowledgeable of pricing templates, Pre-trade rules, OSP, MxML Exchange for debugging purposes and Realtime modules Comfortable with analysis, solution design, PoCs, and all stages of testing, taking ownership end-to-end
Murex SME in Bucuresti
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