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Murex Consultant (Risk) (She/He/They)
PL Mar 31, 2026
About this role
Capco Poland
Murex Consultant (Integration)
We are looking for Poland based candidate.
We are looking for Poland based candidate.
At Capco Poland, 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.
Role Overview:
We are looking for a Murex Risk Consultant to drive critical enhancements and upgrades of our Murex platform, focusing on Market Risk and MLC capabilities. This role sits at the intersection of business and technology, enabling robust risk management through effective system design and configuration.
Key Responsibilities
Lead and contribute to CTB initiatives, including new product onboarding, regulatory changes, and risk enhancements
Participate in Murex upgrade programs (version migrations, regression analysis, impact assessment)
Configure and implement Murex Risk modules, including:
Market Risk (Sensitivities, VaR, Stress Testing)
MLC (Market Risk Limits, limit monitoring & breaches)
Translate business requirements into Murex configurations and technical specifications
Collaborate with Front Office, Risk, and IT teams to ensure alignment of solutions
Perform impact analysis, gap analysis, and solution design
Support and optimize risk calculations, batch processes, and reporting workflows
Contribute to testing phases (SIT, UAT), including test case preparation and defect resolution
Ensure data integrity and consistency across risk engines and reporting layers
Provide production support and troubleshooting for risk-related issues
Document configurations, processes, and functional specifications
Skills & Experience
Core Murex Expertise
Strong hands-on experience with Murex (MX.3)
Proven experience in Risk modules, especially:
Market Risk (Greeks, VaR, Stress Testing)
MLC (Market Risk Limits Controller)
Experience with Murex configuration:
LRB reporting/ Datamart
Simulation/MRA views, scenarios, VaR
Limit setups and monitoring framework
Familiarity with Murex architecture (environments, workflows, interfaces)
Project Experience
Solid experience in CTB (Change-The-Bank) delivery
Hands-on involvement in at least one Murex upgrade project
Experience with impact assessment and regression testing during upgrades
Functional Knowledge
Strong understanding of capital markets products:
Interest Rates, FX, Credit, Equities, Commodities (at least 2–3 asset classes)
Good knowledge of risk methodologies:
Sensitivities (Delta, Gamma, Vega)
Historical VaR
Stress testing
Understanding of market risk limits frameworks and governance
Technical Skills
SQL (strong data analysis capability)
Familiarity with Unix/Linux environments
Understanding of batch processing and scheduling in Murex
Ability to analyze logs and troubleshoot issues
Soft Skills
Strong analytical and problem-solving skills
Ability to communicate effectively with both business and technical stakeholders
Proactive, delivery-oriented mindset
Experience working in Agile or hybrid delivery models
ONLINE RECRUITMENT PROCESS STEPS
Screening call with Recruiter
Technical Interview
Client Interview
Feedback/Offer
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.
We offer a flexible collaboration model based on a B2B contract, with the opportunity to work on diverse projects.
Offices: Poland (Poland);