Murex Consultant – Commodities

CORUS Consulting; Granada; A distancia; EUR 50.000 - 70.000; Jornada completa

Descripción de la vacante

A leading consulting firm seeks a Murex Consultant specializing in Commodities for a role based in Madrid with remote options. You will leverage your experience in Murex configuration and Market Risk metrics to conduct testing, documentation, and product reviews, collaborating closely with various teams.

Formación

• 4 years experience in Murex product configuration, preferably in Commodities.
• Solid knowledge of Market Risk metrics.
• Familiarity with product settings, static and market data.

Responsabilidades

• Work with the Market Risk Methodology team for new product configurations.
• Conduct testing of Murex’s pricing models and prepare documentation.
• Implement metrics, configure curves, and support validation team.

Conocimientos

Murex product configuration

Market Risk metrics

Sensitivity analysis

PLVA calculations

Estimate validations

Descripción del empleo

Corus Consulting is a consulting firm with more than 15 years of experience with different clients worldwide; we have presence in Europe, United States, Asia and Mexico.

We are looking for your talent to work as :

Murex Consultant – Commodities

Location : Madrid (remote)

Requirements :

• 4 years of experience in Murex product configuration, preferably in Commodities.
• Solid knowledge and experience with Market Risk metrics.
• Familiarity with configuring :
• Product settings
• Static and market data
• Experience conducting testing of Murex native pricing models, including :
• Sensitivity analysis
• PLVA calculations
• Estimate validations

Main responsabilities :

• Working closely with the Market Risk Methodology team in the methodological configuration of new products.
• Conducting relevant testing of Murex’s native pricing models (P&L component replication, sensitivities, PLVA, estimates), and preparing the required documentation.
• Implementing or adapting metrics, configuring and calibrating curves, supporting the validation team, and participating in product reviews across various aspects (FRTB, FVA / AVAs, etc.).