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
- 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
- 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
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!