Sergio Hurtado

02 Projects

Murex

Credit Risk Control

2019–2025 · Risk management · Desktop application

An application covering the full range of a credit risk officer's needs, including the integration of the Voice Process, during which traders and salespeople work together to negotiate with a client.

The problem

Credit risk controllers had to go through four different modules to find the information they needed. None of the four was intuitive, and none was shaped around the three main use cases: monitoring, exploration and resolution.

Information hierarchy

Monitoring the risks that breach their limits emerged as the absolute priority, and it structures the whole layout. Beyond the dashboard the stakeholders had asked for, I proposed a notification system so that officers are alerted wherever they are, at the moment the breach happens.

Monitoring — risk aggregated by counterparty, group, pillar and availability, with the highest exposures visible at a glance.

From the alert down to the trade

Exploration — each trade's contribution to the exposure, with market value and net exposure.
Resolution — a task list filtered by type (limit lines, trades, breaches, static data), with the full context expanded in place.