Responsibilities

Own and lead the Datamart reporting workstream for the MX.3 transformation programme, covering all user streams: Front Office (PnL, positions, trading blotters), Back Office (settlements, confirmations, nostro), Market Risk (VaR, stress testing, sensitivities), Credit Risk (PFE, CVA, CCR), and Finance (accruals, mark-to-market, P&L attribution).
Engage directly with business stakeholders — including traders, risk managers, finance controllers, and operations heads — to gather, analyse, and formalise reporting requirements into detailed Business Requirement Specifications (BRS) and Technical Design Documents (TDDs).
Understand the Murex system setup at the client: the organisation of support teams, EOD procedures, report delivery processes, and the interdependencies between Datamart and other MX.3 modules (FO, BO, Risk, Finance, Integration).
Design a generic Datamart data model aligned to the bank's reporting taxonomy, then create the required Datamart objects (dynamic tables, feeders, extractions, scanner templates, processing scripts) to support all reporting use cases.
Segregate and categorise reports by users, products, creation classes, fields required, complexity, and execution frequency to build a scalable and maintainable reporting catalogue.
Communicate regularly with business Team Leads and programme stakeholders to ensure all Datamart deliverables are progressing as planned and expectations are actively managed.
Datamart Configuration, Development & Optimisation
Perform in-depth analysis of the Datamart setup and table structures to identify redundant objects, minimise batch execution time, and maximise reuse of existing Datamart components.
Develop and configure all Murex Datamart objects: dynamic tables (PL, CS, DT, MV, LRB, PLVAR), feeders, batch of feeders, processing scripts, scanner templates, extractions, reporting tables, and pre/post filter conditions.
Design and implement Simulation-based Reports and Risk Matrix-based reports for market risk and credit risk reporting consumers within the MX.3 platform.
Configure and optimise EOD batch execution: implement parallel feeding strategies, resolve batch bottlenecks, tune query performance, and manage processing script sequencing within Control-M or equivalent job schedulers.
Implement dataset historisation techniques within the Datamart to support time-series reporting, regulatory lookback requirements, and management information (MI) aggregation.
Develop and maintain stored procedures, extractions, and complex SQL logic (Sybase/Oracle) for data processing, report population, and cross-module data joins leveraging the Murex FIN schema.
Develop simulation views and scenario analysis reporting objects to support pre-trade and risk management reporting requirements for Front Office and Risk users.
Report Validation, Reconciliation & Quality Assurance
Execute processing scripts and batch jobs manually or via scheduling tools (Control-M), and reconcile Datamart report extraction output against onscreen MX.3 views and Mreport output to validate data accuracy.
Analyse and resolve discrepancies arising from filter condition changes, feeder configuration differences, or data model modifications between Datamart report runs.
Define and execute Datamart-specific test cases for SIT and UAT; ensure all test documentation and deliverables are consistent with programme testing standards and acceptance criteria.

Requirements

Bachelor's degree or higher in Finance, Computer Science, Information Technology, Financial Engineering, or a related discipline.
Formal Murex training or certification in Datamart and Reporting modules is advantageous. Master's degree in a quantitative or technical field is a plus.
10+ years of hands-on experience as a Murex Datamart Developer, Consultant, or Reporting Lead on MX.3 programmes within corporate or investment banking environments.
Excellent SQL programming skills (Sybase and Oracle); proficiency in PL/SQL for stored procedures, complex joins, and performance-optimised query design across the Murex FIN schema.
Unix / Linux experience is necessary; Shell scripting (awk, sed, Perl, Bash) is highly desirable for batch automation, data processing, and monitoring script development.
Mandatory in-depth expertise in MX.3 Datamart architecture and configuration: Datamart management, dynamic tables (PL, CS, DT, MV, LRB, PLVAR), feeders, batch of feeders, processing scripts, scanner templates, extractions, and reporting tables.
Thorough understanding of MX reporting architecture, the MX.3 data model, the Murex FIN schema, and MXRes configuration files and launcher flags as they relate to Datamart reporting execution.
Strong experience in Market Risk and Credit Risk report development within MX.3 Datamart, including Simulation-based Reports, Risk Matrix reports, VaR attribution, sensitivities, and PFE reporting.
Proven experience with Mreport framework and Mreport to Datamart migration projects — including gap analysis, mapping, and parallel reconciliation — is highly desirable.
Demonstrated track record of leading a Datamart reporting workstream or team across at least two full SDLC cycles within a capital markets platform implementation or upgrade programme.
Good understanding of capital markets products and trade lifecycle across: FX (mandatory), Money Markets, Interest Rate Derivatives, Fixed Income, Equity Derivatives, and Credit Derivatives.
Experience in NeoXam Data Hub scripting or equivalent data integration platforms for connecting MX.3 Datamart outputs to downstream systems is advantageous.
Proven ability to gather, document, and validate complex reporting requirements from diverse business stakeholders (traders, risk managers, finance controllers, operations).

Shortlisted candidates will be offered a 1 Year Agency employment contract.