Murex Consultant (Risk) (She/He/They)

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.

• →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

• 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)

• 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

• 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

• 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

• 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

• 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.