Job Description, Responsibilities & Requirements
About the Position
We are seeking a Senior Murex Risk Consultant with 8+ years of hands-on Murex experience to join our financial institution team in Poland, focusing on market risk solutions.
Responsibilities
- 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
Requirements
- 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
We Offer
- Relocation options
- Experience in an international environment
- Cross-cultural experience
- Feedback culture
- Regular appraisals
- Annual holiday - 20 or 26 days (depending on seniority)
- Occasional leave - 1 or 2 days (depending on 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
- Expert-led tech courses
- Internal instructor-led soft skills courses
- Comprehensive in-house self-learning resources
- Access to external self-learning libraries
- Cloud Programs: MS Cloud Academy, AWS Partner Academy, Google Cloud Academy
- Custom Learning Programs: upskilling, reskilling, technical mentorship
- Leadership Programs for Managers
- Multisport card
- 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
- Luxoft Social Benefit Fund: sport and recreation benefits
- 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
- Reimbursement for corrective glasses
- Many fun social activities organized by the Luxoft team
- Online entertainment events for the whole company and local team events
- A workplace where you’re treated with respect within a multicultural team
- Rotation between projects and accounts
- New career opportunities
About the Company
Luxoft is a global technology services company that specializes in delivering innovative solutions to the financial services industry. We are committed to providing our clients with the highest quality of service and support, and we are always looking for talented and motivated individuals to join our team.