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Murex Risk Consultant
Successfully
Req. VR-120490
The project involved the implementation and enhancement of risk management solutions within the Murex platform for a financial institution. The main objective was to support market and credit risk processes by configuring, customizing, and maintaining Murex risk modules in line with business and regulatory requirements.
Responsibilities included analysis of risk metrics such as VaR, sensitivities, stress testing, and P&L explain, as well as close cooperation with front office, risk management, and IT teams. The role required translating business requirements into Murex configurations, validating risk calculations, supporting UAT, and ensuring data quality and system stability.
The project also covered troubleshooting production issues, optimizing risk calculations, and supporting reporting processes. Strong focus was placed on accuracy, regulatory compliance, and effective communication between technical and business stakeholders.
Knowledge of the end‑to‑end process for calculating VaR metrics using Full Revaluation and Taylor methods, including completeness and data‑integrity analysis, as well as monitoring and reviewing the calculated figures.
Knowledge of Market Risk Metrics.
Proficiency with the Murex 3.x platform.
Execution of end‑to‑end integration tests.
Analysis and reporting of ongoing projects.
Participation in projects and initiatives, including proposing improvements to the process.
Handling requests and queries from Market Risk users.
Must have
Strong knowledge of the end-to-end VaR calculation process, including Full Revaluation and Taylor approximation methods
Solid understanding of completeness checks and data integrity controls within Market Risk processes
Proven knowledge of Market Risk metrics and their practical application
Hands-on experience with the Murex 3.x platform
Experience in executing end-to-end integration testing and validating risk results
Ability to perform analysis and reporting for ongoing risk-related projects
Active participation in projects and initiatives, including proposing process and system improvements
Experience in handling requests and queries from Market Risk users, providing functional support and issue resolution
Strong analytical skills and attention to detail
Good communication skills in English
Nice to have
Proactive, curious individual with fast learning ability.
Strong teamwork capability and coordination with peers.
High degree of autonomy.
Good tolerance for working under pressure.
Effective communication.
Knowledge of Market Risk and Financial Products.
Medium‑to‑advanced Excel skills.
Knowledge of SQL, Big Data, or Python is a plus.
Languages
English: C1 Advanced
Seniority
Regular
*The acquisition of rights to the above benefits depends on the form of cooperation. Benefits apply to those employed under a contract of employment.
**Please note that relocation is not available for all open positions. At Luxoft Poland it is possible to work remotely only from the territory of Poland.
***Options offered by the Polish government.
Remote Poland, Poland
Req. VR-120490
Murex ERM
BCM Industry
27/01/2026
Req. VR-120490
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