
Murex Consultant (Risk) (She/He/They) at Capco
Poland - WarsawFull-timeTech & EngineeringPosted 21 days ago
About the Role
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<p style="text-align: center;" data-start="215" data-end="557"><strong data-start="215" data-end="233">Capco Poland</strong></p>
<p style="text-align: center;" data-start="215" data-end="557"><strong data-start="215" data-end="233">Murex Consultant (Integration)</strong></p>
<p style="text-align: center;"><strong>We are looking for Poland based candidate. </strong></p>
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<p><strong data-olk-copy-source="MessageBody">We are looking for Poland based candidate. </strong></p>
<p>At <strong>Capco Poland,</strong> we’re not just another consultancy - we’re the spark behind digital transformation in the financial world. As a global leader in technology and management consulting, we thrive on helping clients tackle the toughest challenges across banking, payments, capital markets, wealth, and asset management.</p>
<p><strong>Role Overview:</strong><br>We are looking for a Murex Risk Consultant to drive critical enhancements and upgrades of our Murex platform, focusing on <strong>Market Risk and MLC</strong> capabilities. This role sits at the intersection of business and technology, enabling robust risk management through effective system design and configuration.</p>
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<p><strong>Key Responsibilities</strong></p>
<ul type="disc">
<li>Lead and contribute to <strong>CTB initiatives</strong>, including new product onboarding, regulatory changes, and risk enhancements</li>
<li>Participate in <strong>Murex upgrade programs</strong> (version migrations, regression analysis, impact assessment)</li>
<li>Configure and implement <strong>Murex Risk modules</strong>, including:</li>
<ul type="circle">
<li>Market Risk (Sensitivities, VaR, Stress Testing)</li>
<li>MLC (Market Risk Limits, limit monitoring & breaches)</li>
</ul>
<li>Translate <strong>business requirements into Murex configurations</strong> and technical specifications</li>
<li>Collaborate with Front Office, Risk, and IT teams to ensure alignment of solutions</li>
<li>Perform <strong>impact analysis, gap analysis, and solution design</strong></li>
<li>Support and optimize <strong>risk calculations, batch processes, and reporting workflows</strong></li>
<li>Contribute to <strong>testing phases</strong> (SIT, UAT), including test case preparation and defect resolution</li>
<li>Ensure <strong>data integrity and consistency</strong> across risk engines and reporting layers</li>
<li>Provide <strong>production support and troubleshooting</strong> for risk-related issues</li>
<li>Document configurations, processes, and functional specifications</li>
</ul>
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<p><strong>Skills & Experience</strong></p>
<p><strong>Core Murex Expertise</strong></p>
<ul type="disc">
<li>Strong hands-on experience with <strong>Murex (MX.3)</strong></li>
<li>Proven experience in <strong>Risk modules</strong>, especially:</li>
<ul type="circle">
<li>Market Risk (Greeks, VaR, Stress Testing)</li>
<li><strong>MLC (Market Risk Limits Controller)</strong></li>
</ul>
<li>Experience with <strong>Murex configuration</strong>:</li>
<ul type="circle">
<li>LRB reporting/ Datamart </li>
<li>Simulation/MRA views, scenarios, VaR</li>
<li>Limit setups and monitoring framework</li>
</ul>
<li>Familiarity with <strong>Murex architecture</strong> (environments, workflows, interfaces)</li>
</ul>
<p><strong>Project Experience</strong></p>
<ul type="disc">
<li>Solid experience in <strong>CTB (Change-The-Bank)</strong> delivery</li>
<li>Hands-on involvement in at least one <strong>Murex upgrade project</strong></li>
<li>Experience with <strong>impact assessment and regression testing</strong> during upgrades</li>
</ul>
<p><strong>Functional Knowledge</strong></p>
<ul type="disc">
<li>Strong understanding of <strong>capital markets products</strong>:</li>
<ul type="circle">
<li>Interest Rates, FX, Credit, Equities, Commodities (at least 2–3 asset classes)</li>
</ul>
<li>Good knowledge of <strong>risk methodologies</strong>:</li>
<ul type="circle">
<li>Sensitivities (Delta, Gamma, Vega)</li>
<li>Historical VaR</li>
<li>Stress testing</li>
</ul>
<li>Understanding of <strong>market risk limits frameworks</strong> and governance</li>
</ul>
<p><strong>Technical Skills</strong></p>
<ul type="disc">
<li>SQL (strong data analysis capability)</li>
<li>Familiarity with Unix/Linux environments</li>
<li>Understanding of batch processing and scheduling in Murex</li>
<li>Ability to analyze logs and troubleshoot issues</li>
</ul>
<p><strong>Soft Skills</strong></p>
<ul type="disc">
<li>Strong analytical and problem-solving skills</li>
<li>Ability to communicate effectively with both business and technical stakeholders</li>
<li>Proactive, delivery-oriented mindset</li>
<li>Experience working in <strong>Agile or hybrid delivery models</strong></li>
</ul>
</div>
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<p><strong data-olk-copy-source="MessageBody">ONLINE RECRUITMENT PROCESS STEPS</strong></p>
<ul type="disc">
<li>Screening call with Recruiter</li>
<li>Technical Interview</li>
<li>Client Interview </li>
<li>Feedback/Offer</li>
</ul>
<p>We have been informed of several recruitment scams targeting the public. We strongly advise you to verify identities before engaging in recruitment related communication. All official Capco communication will be conducted via a Capco recruiter.</p>
<p><strong>We offer a flexible collaboration model based on a B2B contract, with the opportunity to work on diverse projects.</strong></p>
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