Murex Risk/XVA Business Analyst (Fintech)

TL;DR

Murex Risk/XVA Business Analyst (Fintech): Driving change across the trading book and supporting risk infrastructure with an accent on Murex configuration and regulatory alignment (FRTB). Focus on translating complex business requirements into functional specifications and maintaining XVA functionalities.

Location: Hybrid, Must be based in Amsterdam or Utrecht, Netherlands

Company

A leading Dutch bank specializing in financial markets and treasury technology.

What you will do

• Configure and maintain Murex for Market, Credit, and Liquidity Risk, as well as XVA (CVA, DVA, FVA, MVA).
• Support FRTB implementation across Standardised Approach (SA) and Internal Models Approach (IMA).
• Translate business requirements into functional Murex specifications.
• Develop and execute test plans for system, integration, and UAT phases.
• Handle 2nd and 3rd line production support incident resolution.
• Collaborate on system enhancements and performance optimization.

Requirements

• Hands-on experience configuring Murex Risk and XVA modules.
• Knowledge of risk measures (VaR, PFE, Stress Testing) and XVA methodologies.
• Proficiency in MxML workflows, data mapping, and Murex scripting.
• Understanding of FRTB and regulatory capital frameworks.
• Experience integrating Murex with front-office systems.
• English: Excellent communication skills required.

Culture & Benefits

• Opportunity to work within a globally operating financial institution.
• Role at the intersection of technology, risk, and regulation.
• Dynamic environment within a dedicated Risk/XVA squad.