Project description

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.

Responsibilities

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.

Skills

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.

Other

Languages

English: C1 Advanced

Seniority

Regular

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Luxoft Benefits*

Global Relocation

●Relocation options **
●Experience in an international environment
●Cross-cultural experience

Recognition and Evaluation

●Feedback culture
●Regular appraisals

Time Off***

●Annual holiday - 20 or 26 days. The duration of the leave depends on the overall seniority
●Occasional leave - 1 or 2 days/ depending on the circumstances
●Child care leave - 2 days or 16 hours per year
●Absence due to force majeure - 2 days or 16 hours per year
●Maternity Leave - 20 weeks
●Parental Leave - 41 weeks
●Paternity Leave - 14 days

Luxoft Training Center

●Expert-led tech courses covering basic to advanced topics
●Internal instructor-led soft skills courses
●Comprehensive in-house self-learning resources for both soft and hard skills
●Access to external self-learning libraries like ProQuest eBook and Udemy for Business
●Cloud Programs: MS Cloud Academy, AWS Partner Academy, Google Cloud Academy
●Custom Learning Programs: upskilling, reskilling, technical mentorship
●Leadership Programs for Managers

Well-being and Work-life Balance

●Multisport card
●Possibility to order Multisport card at the corporate rate for family members
●LuxGood Program: wellbeing seminars, contests, relaxation sessions, yoga sessions, etc.
●One Team Program: Buddy for each New Joiner; seminars, meeting and workplace space to support integration with local community and culture; “Hire me” workshops for partners
●Preferential banking offer
●Preferential car leasing offer
●Cafeteria program discounts for shops, cinema tickets, holiday offers
●Luxoft Social Benefit Fund: sport and recreation benefits, the possibility to receive financial support

Health Care

●Private Healthcare Insurance with unlimited access to specialists
●Full dental support
●Travel Insurance
●Possibility to add private healthcare coverage for family members at the corporate rate
●Life insurance at the corporate rate for employees and family members, including payment of the basic package for the employee by the employer
●Reimbursement for corrective glasses

Company Events and Friendly Environment

●Many fun social activities organized by the Luxoft team offline in your city
●Online entertainment events for whole company and local team events
●A workplace where you’re treated with respect within a multicultural team

Internal Mobility

●Rotation between projects and accounts
●New career opportunities

Self-Learning Library

CSR Projects

*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.

Warsaw, Poland

Req. VR-120490

Murex ERM

BCM Industry

27/01/2026

Req. VR-120490

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Murex Risk Consultant

Project description

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