Overview
Set up Murex collateral and MLC limits: CSA and GMRA terms, margin calls, counterparty exposure, pre-deal checks and breach handling.
What you'll do
- Configure Murex collateral agreements (ISDA CSA, GMRA and GMSLA) with thresholds, minimum transfer amounts, haircuts and eligibility rules
- Run margin call processing for initial and variation margin through to dispute handling and substitutions
- Set up limits and pre-trade checks in the Murex limits module (MLC) and manage breach handling
- Calculate and monitor counterparty exposure, including PFE and SA-CCR, that feeds limits and margin
- Integrate collateral with risk systems and external services such as Acadia and custodians
- Test changes through SIT and UAT and support production
What you bring
- Hands-on Murex collateral management or limits (MLC) experience
- Margin call lifecycle for OTC derivatives and securities financing
- CSA terms such as thresholds, minimum transfer amounts, haircuts and eligibility
- Counterparty exposure and credit limit concepts
- Configuration and troubleshooting skills
- ISDA SIMM and uncleared margin rules (UMR)
You don't need every item on this list. If most of it fits, send your CV.
Nice to have
- SQL for exposure and margin investigation
- Credit risk background
- Regulatory margin knowledge
- AcadiaSoft margin messaging experience