Murex Consultant

At Elenjical Solutions, I work across functional and technical projects. I started in Murex support in 2018 at Momentum Metropolitan Insurance where I built Murex trade import interfaces handling 1000+ trades daily, market risk quarterly stress tests and I also led the back office and integration streams for the client's Murex upgrade. Currently I work with Murex on implementing several key projects around collateral, integration and operations for several clients in the EMEA region.

Client Work (via Elenjical Solutions):

Collateral Business Analyst

• Led and implemented several collateral upgrade projects revolving around the new collateral stamping and exposure calculation and aggregation, the new collateral prioritized security auto allocation with compliance modules, and the latest collateral workflow including the interest and substitution with Margin Manager (Marginsphere) and the MT569 & MT558 workflow integration with all the Triparty agents.
• Implemented the new SFTR interface for a European bank while also implementing their GMRA collateral management in Murex and migrating them to the new collateral stamping module, using CI/CD.

Front-Office Business Analyst

• Actively bridged the gap between business and Murex developers by gathering and documenting business requirements.
• Documented the different financial products within the Money Market desk, including the pricing and risk calculation making up the package used to achieve transfer pricing between the different desks.
• Communicated system limitations to stakeholders, providing clarity on the feasibility of implementation of the requirements in Murex.
• Wrote and automated the test cases for the different front office desks incl. Interest rate trading, funding and sales desks and held demo sessions to showcase Murex to end users.

Back office & Collateral Business Analyst

• Led the Triparty end to end migration process on three upgrade projects for processing Initial Margin requirements, including configuration and building of the swift messages for Euroclear, Clearstream, STRATE and BONY Mellon.
• Configured and deployed the new agreement stamping solution for the collateral upgrade projects, including the reconciliation and end-to-end testing.
• Migrated and configured the new collateral workflow for margin and expected margin call processing for both email and interfacing with Acadia Margin Manager using CI/CD to deliver the build on one of Murex's largest collateral implementation.
• Implemented the Regulatory reporting build for FX and commodity products.
• Configured and built pre- and post-trade lifecycle for FX, IRD and Commodity products using CI/CD to deliver the requirements.
• Built 100+ document and swift confirmations and settlement messages across different financial products, using extensively different data dictionary formulae to retrieve details to populate the messages.

Murex Support Analyst

• Responsible for day-to-day Murex support queries from 10+ users across front-office, middle-office, back-office, and risk in the Balance Sheet Management department, as well as end-of-day market data import process and reports.
• Developed an end of day dashboard to track report and market-data provider statuses, report generation time, and other relevant metrics for the end-of-day process. The RShiny dashboard is utilized daily by support team members, the support manager, and users. Used SQL and R to get and transform the data.
• Streamlined the quarterly Market risk stress testing by using Python to manipulate and transform the input files, this sped up and simplified the process from a 48-hour to a 6-hour process.
• Created in an ER diagram using Python to show how 100+ trade report database tables are linked, as well as the links between the 150+ reports, this increased the speed at which we resolved report issues.

Global Association of Risk Professionals

Financial Risk Manager (FRM®) • Issued 2021

• Market Risk, Basel, Liquidity Risk, Operations Risk, Valuations

University of Cape Town

Bachelor of Business Science in Analytics • 2013 — 2017

• Statistics, Computer Science, Mathematics, Business

Murex Certified Post-trade workflows and Interfaces Trainer • Sep, 2023 and Mar, 2024

Successfully completed the qualification process as a Post Trade Workflow Trainer. The training encompassed key topics in post-trade workflows, integration and best practices. This has allowed me to offer several in-house Murex trainings and workshops.

AWS Cloud Practitioner • May, 2023

Foundational and high-level understanding of AWS Cloud, services, and terminology.

Murex CI/CD and MxTest Training • Feb, 2021

Successfully completed CI/CD and MxTest training as a prerequisite for joining CI/CD and Saas projects at Murex.

Murex Interfaces Embedment Training Program • Oct, 2018 — Dec, 2018

Completed a 3-month Interfaces & Integration Implementation Training in Paris with 3 other consultants. Training covered MXMLEXCHANGE, workflows, XSL, data dictionary, and connectivity.

Trade life cycle

Static data import, instrument creation, market data mapping and import, pricing, and trade booking, economic and non-economic checks, validation, confirmations, matching and trade events across security, equity, FX, money market and interest rate products

Settlement life cycle

Payment/deliverable creation, payment rules, netting, splitting, instruction generation, validation, settlement message generation, settlement events for security, cash and physical settlements

Post-trade and Post-trade workflow

Interfaces/Integration, data dictionary (XSL, XSLTREE, SQL, XMLF and XMLBM), market data, event, trade, and static data integration, collateral exchange, margin call management, OSP, Trade MxML and Swift integration for Back Office processing, MSL, task rules, lookup tables, workflow tasks

Back-office

Deliverable module (Pre-netting, post-netting, splitting, settlements messages), Static data (Settlement instruction insertion and modification via front and via exchange workflow, counterparty modifications), OSP (Setting OSP and OSP rights, extended fields, designing smart queues, netting widget and linking queues to tasks in the post-trade workflow, debugging), Creation, assignment and sending of both swift and doc confirmations

Collateral Management

Collateral agreements and agreement stamping, Collateral compliance, Collateral exchange workflow (margin call, expected margin call, substitution, interest, requested substitution lifecycle), triparty workflow including the relevant swift messages, exposure aggregation and calculation, collateral inventory, processing script setup and debugging

Reporting

Building reports (including the dynamic tables, feeders and extractions, and processing scripts for the batches), building SQL queries, formatting views, user-defined fields, views, and layouts

Tools/Technologies

SQL (Extensive knowledge and utilization of SQL to address queries and resolve diverse challenges across all projects. Exposure to both Oracle and Sybase database management systems, with a deep understanding of the Murex financial database schema), terminal and winscp (Proficient in using the terminal and WinSCP for executing command-line scripts, restarting services, navigating logs during debugging, importing and exporting objects, as well as monitoring memory and storage), XSL, XSLT (Utilize XSL and XSLT extensively within post-trade workflows), CICD (Worked on several CI/CD projects, utilizing GIT, Jenkins, JIRA, and Bitbucket/Github), Python & C++