Risk XVA Murex BA / Configurator

A leading Dutch bank is looking to strengthen its Markets and Treasury technology team with an experienced Murex Risk/XVA Business Analyst. As part of a dedicated Risk/XVA squad, you will play a central role in driving change across the trading book, supporting the bank’s risk infrastructure and ensuring full alignment with evolving regulatory frameworks, including the Fundamental Review of the Trading Book (FRTB).

If you have deep Murex configuration experience and a strong grasp of risk and valuation adjustment methodologies, this is an opportunity to work at the intersection of technology, risk, and regulation within a globally operating financial institution.

What you will be doing

You will own the configuration and ongoing support of the Murex platform for risk and XVA functionalities, translating complex business requirements into working solutions. Day to day, this means:

• Configuring and maintaining Murex for Market Risk, Credit Risk, Liquidity Risk, and XVA (CVA, DVA, FVA, MVA)
• Supporting FRTB implementation, including Standardised Approach (SA) and Internal Models Approach (IMA)
• Gathering and documenting requirements from business stakeholders and translating these into functional Murex specifications
• Building and executing test plans across system testing, integration testing, and UAT
• Participating in production support rotation, including second and third line incident resolution
• Collaborating with cross-functional teams on system enhancements, version upgrades, and performance optimisation

Do you have experience in Risk management?, Do you have a Bachelor’s degree?, * Extensive hands-on experience configuring Murex, specifically in risk management and XVA modules

• Strong knowledge of risk measures: VaR, PFE, Stress Testing, and XVA methodologies
• Proficiency in MxML workflows, data mapping, and Murex scripting
• Solid understanding of FRTB and broader regulatory capital frameworks
• Experience integrating Murex with front-office systems and data sources
• Excellent stakeholder communication skills, in English
• Background in financial services or banking is essential