Murex Risk/XVA Business Analyst -Configurator Utrecht • IF Solutions

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We are seeking a highly skilled and experienced Murex Business Analyst/Configurator to join our Risk/XVA squad. The successful candidate will support changes within the Markets and Treasury domain, including compliance with regulatory changes such as the Fundamental Review of the Trading Book (FRTB). This role requires a deep understanding of Murex, risk management, and XVA, along with strong analytical and configuration skills.

Rabobank, a global financial institution with branches spanning the globe, is committed to delivering innovative solutions to its clients. As part of this mission, the Wholesale & Rural Tech department serves as the IT provider for Rabobank’s Wholesale & International business. Our systems play a critical role in supporting Rabobank’s operations worldwide.

• Configure and maintain Murex for risk and XVA functionalities;
• Implement and support changes related to Markets and Treasury requirements;
• Ensure the system is optimized for performance and stability;
• Participate in production support rotation for second and third line support, providing functional and technical expertise to the support team, picking up incidents during or outside of business hours;

• Support the implementation of regulatory changes, including FRTB;
• Ensure all configurations and processes comply with regulatory standards;
• Collaborate with compliance teams to address regulatory requirements;

• Gather and document business requirements from stakeholders;
• Translate business requirements into functional specifications for Murex;
• Conduct gap analysis and feasibility studies for new initiatives;

• Develop and execute test plans to ensure changes meet business requirements;
• Perform system testing, integration testing, and user acceptance testing (UAT);
• Identify and resolve defects during the testing phase;

• Work closely with business users, IT teams, and external vendors;
• Provide training and support to end-users;
• Manage communication and expectations with stakeholders;

• Identify opportunities for process improvement and optimization;
• Stay updated with the latest developments in Murex and risk management;
• Propose and implement innovative solutions to enhance system capabilities;

• We are only looking for 1FTE. We will close the vacancy before the indicated deadline when we have received enough professionals. Please upload your most suitable candidate as soon as possible;
• Language: English mandatory;
• ZZP Allowed: No;
• Open also to candidates not currently based onsite, but who are happy to relocate.

• Successfully lead projects to implement new risk management and XVA features in Murex;
• Configure complex risk scenarios and XVA adjustments for various financial products, ensuring accurate valuation and risk assessment.

• Play a key role in implementing FRTB compliance within Murex, including setting up Standardized Approach (SA) and Internal Models Approach (IMA) for capital calculations;
• Develop and maintain regulatory reports, ensuring timely and accurate submissions.

• Lead initiatives to enhance system performance and reliability, including database optimizations, code enhancements, and process streamlining;
• Work with cross-functional teams to upgrade Murex versions and apply patches, ensuring minimal disruption to operations.

Duur: 30 JUN 2025 - 31 MEI 2026 met optie op verlenging

ZZP: niet toegestaan

Aanbieden kan tot: 30 mei 2025 07:00

Gevraagd

1. Murex System Knowledge:
   • Deep understanding of the Murex platform, with a focus on its architecture and modules.
   • Extensive experience in configuring and customizing Murex for risk management and XVA (Credit Valuation Adjustment) functionalities.
   • Proficiency in Murex MxML workflows, data mapping, and scripting to automate processes and integrations.
2. Risk Management:
   • Hands-on experience with Murex risk management modules, including Market Risk, Credit Risk, and Liquidity Risk.
   • Ability to configure risk measures such as Value at Risk (VaR), Potential Future Exposure (PFE), and Stress Testing scenarios.
   • Experience in setting up and managing risk limits, thresholds, and alert mechanisms within Murex.
3. XVA Implementation:
   • Expertise in configuring Murex for XVA calculations, including Credit Valuation Adjustment (CVA), Debit Valuation Adjustment (DVA), Funding Valuation Adjustment (FVA), and Margin Valuation Adjustment (MVA).
   • Familiarity with the methodologies and data requirements for accurate XVA computation.
   • Experience in integrating XVA calculations with front-office systems and workflows to ensure real-time updates and reporting.
4. Regulatory Compliance:
   • Detailed knowledge of regulatory requirements, such as the Fundamental Review of the Trading Book (FRTB), and their impact on risk and XVA configurations.
   • Ability to implement regulatory changes within Murex, ensuring compliance with global and regional regulations.
   • Experience in running regulatory capital calculations and reporting as mandated by frameworks like FRTB.
5. Performance Optimization:
   • Proficiency in optimizing Murex performance for large-scale data processing and real-time risk assessment.
   • Experience in troubleshooting performance issues and implementing best practices for efficient system operation.
6. Integration and Automation:
   • Skills in integrating Murex with other systems and data sources, ensuring seamless data flow and process automation.
   • Proficiency in using MxML Exchange, Datamart, and other Murex tools to create reports and dashboards for risk monitoring and analysis.

• Excellent verbal and written communication skills.
• Ability to work collaboratively with cross-functional teams.
• Strong stakeholder management and negotiation skills.

• Bachelor’s degree in Finance, Business Administration, Computer Science, or a related field.
• Relevant certifications in Murex, risk management, or project management are a plus.

• Experience with other risk management systems and tools.
• Prior experience working in a financial services or banking environment.
• Knowledge of additional regulatory requirements impacting the Markets and Treasury domain.

We would like to receive a motivation showing the required competencies.

Aanbod

Working conditions: This job role offers a balanced split between operational (run) and project (build) work, with a distribution of 75% operational and 25% project-related tasks. To minimize the impact on business operations, some changes may be scheduled outside of regular business hours. 

Do you want this too? Do you aspire to be the best version of yourself? We are delighted to support your development and invest in an environment where continuous learning is encouraged. We provide you with the freedom to innovate and take initiative. By offering numerous growth opportunities, we help you exceed your own expectations and excel in your work, enabling you to grow both personally and professionally.

Moreover, you can expect the following benefits based on a 36 or 40-hour working week:

• An Employee Benefit Budget equivalent to 10% of your monthly income, which you can use according to your preferences. This budget allows you to purchase additional holiday days or make additional contributions to your pension.
• Flexible working hours and the possibility of location-independent work, depending on the team's planning.
• 100% reimbursement of commuting costs if you travel using public transportation. If you commute by car or motorcycle, you can opt for a commuting allowance.
• A pension scheme with a contribution rate of only 5% from your side.

Let's get to know each other.

Are you the person we are looking for? The new colleague who wants to strengthen our client's team and make a difference for yourself, our customers, and society? We would love to receive your application for this vacancy.

Please note: Even if you don't meet all the criteria mentioned in the profile, but you believe you can fulfill the role effectively, we encourage you to apply. We invest in your growth and development.

Responses to applications are handled in accordance with our vacancy management process.

If you have any questions about the application process, ww will be happy to assist you via email (via de button "Solliciteer nu" op deze pagina.) office +31 10 210 87 90 or through the provided application link.

Screening is a standard part of the application process. We assess candidates based on the screening procedures followed by our client to ensure that new employees are reliable and suitable for their roles.

For this vacancy, an individual assessment and skills testing may be included as part of the application process.

We believe that everyone is unique, and it is precisely these differences that help us become an even better bank. That's why we are curious to know more about you.

Waar je gaat werken

Sharing would be appricatied! Paylaşırsanız sevinirim! Do you want to work for our client in The Netherlands? Hollandada ICT alaninda calismak?

Let’s meet! Are you the person we’re looking for?

If you are, we are happy to receive your application including your motivation.

Growing a better world together: You'll already be aware that our client is a financial services provider for 7.1 million customers in 40 countries. But did you know that we aim to contribute to real change with our 'Growing a better world together' mission? We do so in countless ways, such as:

A third of all the food we purchase is thrown away. Together with Nature & Environment, we’re working to increase awareness among consumers of how to reduce food waste. As part of a project with Humanitas, we are helping people who are experiencing financial difficulties to get their household finances in order. Together with ‘Vluchtelingenwerk Nederland’ (the Dutch Council for Refugees), we are helping 1,500 refugees find a suitable job. Interested? Do you want to become the ideal version of yourself? We would love to help you fuel and invest in your career and ambitions in an environment where you keep learning every day. We give you the space to innovate and initiate. In this way, we offer you numerous opportunities to grow and help you exceed your expectations, to do the right thing exceptionally well, and to therefore grow as a professional.

Our client is a financial service provider for 7.1 million customers in 40 countries, you know already. Our Red Team works for all the locations of our client in all these countries. Do you also know that we are working together on a better world? We do this in 101 ways like for example our knowledge and experience of Ethical Hacking and Red Teaming sharing with other organizations and "hackers". That belongs to us at ' growing a better world together '