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Senior Murex Risk consultant
Successfully
Req. VR-122768
The project focuses on the implementation and enhancement of Market Risk solutions within the Murex platform for a financial institution. The objective is to support market and credit risk processes through technical configuration, customization, and maintenance of Murex risk modules, aligned with business and regulatory requirements.
This role is strongly technical, involving risk engine configuration, data validation, system integration, and troubleshooting.
The position requires close collaboration with Front Office, Risk Management, and IT teams to deliver stable, high-quality solutions, with a strong emphasis on accuracy, data integrity, regulatory compliance, and system performance.
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.
Perform technical analysis and validation of Market Risk metrics, including VaR, sensitivities, stress testing, P&L explain
Translate business requirements into Murex technical configurations and system solutions
Configure, maintain, and optimize Murex 3.x risk modules and calculation engines
Execute end-to-end integration testing, including validation and reconciliation of risk results
Support UAT from a technical perspective, including troubleshooting and defect resolution
Ensure data completeness, integrity, and reconciliation controls across Market Risk processes
Investigate and resolve production issues, performing root cause analysis and implementing technical fixes
Contribute to system stability, performance improvements, and calculation optimization
Support risk reporting processes
Collaborate with Front Office, Risk, and IT stakeholders to deliver robust solutions
Handle requests and queries from Market Risk users, providing functional support and issue resolution
Actively contribute to ongoing projects and initiatives
Must have
Minimum 8 years of hands-on Murex experience, with a strong technical focus
Proven expertise in Murex 3.x architecture, including configuration, data model, risk engine components
Solid experience with Market Risk metrics, their validation and troubleshooting
Strong understanding of the end-to-end VaR calculation process, including Full Revaluation and Taylor approximation methods
Strong knowledge of data integrity controls, completeness checks, and reconciliation processes
Hands-on experience in end-to-end integration testing, risk result validation and reconciliation, including MRB config
Ability to perform technical analysis, reporting, and investigation within risk-related projects
Experience supporting Market Risk users
Nice to have
Skills in SQL, Python, or Big Data environments
Strong Excel skills (data handling, analysis)
Proactive, self-driven mindset with strong ownership
Ability to work independently
Strong team collaboration and stakeholder coordination skills
Languages
English: B2 Upper Intermediate
Seniority
Regular
Anywhere, Anywhere
Req. VR-122768
Murex ERM
BCM Industry
23/06/2026
Req. VR-122768
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