Project description:
The project involved the implementation and enhancement of risk management solutions within the Murex platform for a financial institution. The main objective was to support market and credit risk processes by configuring, customizing, and maintaining Murex risk modules in line with business and regulatory requirements.
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.
Responsibilities:
Knowledge of the end‑to‑end process for calculating VaR metrics using Full Revaluation and Taylor methods,
including completeness and data‑integrity analysis, as well as monitoring and reviewing the calculated figures.
Knowledge of Market Risk Metrics.
Proficiency with the Murex 3.x platform.
Execution of end‑to‑end integration tests.
Analysis and reporting of ongoing projects.
Participation in projects and initiatives, including proposing improvements to the process.
Handling requests and queries from Market Risk users.
Skills:
Must have
Strong knowledge of the end-to-end VaR calculation process, including Full Revaluation and Taylor approximation methods
Solid understanding of completeness checks and data integrity controls within Market Risk processes
Hands-on experience with the Murex 3.x platform
Experience in executing end-to-end integration testing and validating risk results
Ability to perform analysis and reporting for ongoing risk-related projects
Active participation in proj
📌 Murex Risk Consultant (Málaga)
🏢 Luxoft
📍 Málaga