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. (Min 8 years experience with Murex)
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
Minimum 8 years of Murex experience
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 HAVEProactive, 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.
Luxoft DXC
2000
Luxoft, a DXC Technology Company is a global digital strategy and software engineering firm with over 17,000 international employees within its 58 offices in 29 countries. It is headquartered in Zug, Switzerland.
In January 2019, Luxoft was acquired by U.S. company DXC Technology. Luxoft partnered with LG Electronics to create a next-generation Autonomous Mobility concept vehicle that integrates consumers' personalized digital lifestyles into a driving experience. Luxoft enabled Switzerland's first Blockchain based e-vote platform with the City of Zug and Hochschule Luzern's Blockchain Lab.
Luxoft, a DXC Technology Company is a world-renowned company. It has been present on the Polish market for over 13 years. We have offices in Krakow, Warsaw, Wroclaw, and Gdansk. We employ over 2,000 professional experts carrying out projects for over 100 clients from the financial, automotive, medical, tourist industries, etc. We work for many international clients, including the USA, Great Britain, and Switzerland.
So far, Luxoft Poland has made a name for itself as a company that offers work on innovative projects, we offer various experiences in the field of IT, opportunities for rapid development, an extensive training program, and attractive benefits for employees.
At present, 62% of Luxoft Poland employees come from Poland, and 38% from around 50 countries, including Ukraine, Brazil, India, Turkey, Spain, Portugal, Italy, Romania, USA, etc.
At Luxoft, a DXC Technology Company almost 80 percent of employees are experts with the "Senior" experience level, with at least five years of experience. We care about our employees, so every day we try to provide them with the best possible conditions for work and development.
Technology is our passion! We focus on top engineering talent means that you will be working with the best industry professionals from around the world. Because of that, Luxoft is a global family with an epic atmosphere – we love what we do!