Senior Murex Risk consultant

About the Position

We are seeking a Senior Murex Risk consultant with 8+ years of hands-on Murex experience to join our financial institution in Warsaw, 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

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

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 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
• 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
• 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
• 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
• Rotation between projects and accounts
• New career opportunities

About the Company

*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.