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.

• 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), Markit Wire (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.

• Senior MX.3 Treasury SME with deep product coverage (Fixed Income, IRD, Money Markets, Repo/Sec Fin) 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/Markit Wire integrations; consolidated multi-entity inventory/collateral; legacy decommissioning; multi-entity/currency/region operations.