Senior Murex Risk consultant

Project Description: 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.

Skills (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

Skills (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