Murex Treasury BA (Consultant)

• Mission 

Lead the end-to-end design and rollout of Treasury capabilities in Murex (MX.3) to build an integrated operating model for banking book risk, funding and liquidity, settlement-aware inventory, collateral optimization, FTP, hedge accounting, and connectivity to external triparty, margin, and post-trade platforms—ensuring consistency across Front Office, Risk, Finance, Operations, and Accounting.

• Main responsibilities
  • Treasury risk and banking book: portfolio/book setup; valuation, P&L, sensitivities, cash flows, risk reporting; consistent curves/pricing across entities.
  • Cash and liquidity: automated/semi-automated overnight funding and rollover; booking/lifecycle/controls; projected vs actual cash reconciliation.
  • FTP: model internal funding, FTP curves/spreads/methodologies; attribution and integration with Finance/P&L; external FTP interfaces.
  • Settlement-aware inventory: firm-wide cash/securities inventory with settlement status; availability/encumbrance; funding/collateral/securities finance use; custodian reconciliation.
  • Hedge accounting: define relationships, designation, valuation and effectiveness testing; align with Finance; support swaps/XCCY; testing and reconciliation.
  • Collateral management: repo/reverse, lending/borrowing, collateral swaps, derivatives; eligibility, allocation, haircuts; margin workflows; triparty/custodian consistency.
  • Product scope: FX funding swaps; G7 bonds and ABS/CDO/CLO; IRDs (IRS, FRA, XCCY, swaptions, caps/floors, asset swaps, futures, inflation); money markets and securities finance (loans/deposits, repo incl. triparty/basket, lending, collateral swaps).
  • External integrations: BNY Mellon, Euroclear (triparty), Acadia (margin), MarkitWire (OTC); data/messaging, identifiers, lifecycle, reconciliation, exceptions, end-to-end testing.
  • Murex delivery: maximize standard MX.3; typologies/booking/market data; cross-functional design; unit/SIT/UAT/regression; migration/reconciliation; cutover and stabilization; root-cause analysis.
  • Cross-functional leadership: partner with Treasury/Funding, ALM, Collateral, Securities Finance, Risk, Product Control, Finance/Accounting, Operations, Market Data, Technology, and vendors.

• Your Profile
  • Senior MX.3 Treasury SME with deep product coverage (Fixed Income, IRD, Money Markets, Repo/SecFin) and integrated understanding of funding/liquidity, banking book risk, inventory, collateral, settlement, and accounting.
  • Proven delivery of large front-to-back Murex programs, migrations, complex testing and integrations; resolves cross-platform issues end-to-end.
  • Practical expertise in repo/triparty, collateral management, securities inventory/settlement, cash/liquidity, FTP, hedge accounting, and external interfaces.
  • Plus: Tier 1/global bank delivery; BNY/Euroclear/Acadia/MarkitWire integrations; consolidated multi-entity inventory/collateral; legacy decommissioning; multi-entity/currency/region operations.
     

Core Competencies : Adherence to the company’s values: Dedication, Conviction, Agility and Responsibility - Compliance with regulations and internal directives