Murex Functional Senior Consultant
CurrentBanco Santander Senior Functional Analyst - Upgrade projects including from small patch implementation to upgrades to higher Murex versions.Reconciliation of main reports including PnL, Sensitivities, Plvar, Risk matrices...Non regression testing with daily activities of end users (E-tradepad, Pricing, events...)Online testing (Simulation views, notepads, consolidated and detailed simulation...)MRB reconciliation (MRA and MRE) and analysis of scenarios including FX Delta, Gamma ladders, IR Gamma reports, Vega, RR...Explanation and validation of root causes by performing independent analysis and replication from a methodologic perspective to Risk teams across all countries involved.Knowledge of UaaS methodology with Murex vendor.RTP Scope definition and testing strategy.