Murex Consultant – Commodities

CORUS Consulting; Las Palmas de Gran Canaria; A distancia; EUR 45.000 - 65.000; Jornada completa

Descripción de la vacante

A leading consulting firm, CORUS Consulting, seeks a Murex Consultant specializing in Commodities to join their team. With responsibilities focusing on product configuration and testing of pricing models, the ideal candidate will have over four years of experience in market risk metrics and Murex product. This role offers the flexibility of remote work and is perfect for a skilled consultant looking to make a significant impact.

Formación

• 4+ years of experience in Murex product configuration.
• Solid knowledge and experience in Market Risk metrics.
• Familiarity with Murex native pricing models.

Responsabilidades

• Work closely with the Market Risk Methodology team.
• Conduct relevant testing of Murex's native pricing models.
• Implement and adapt metrics, calibrate curves, and participate in product reviews.

Conocimientos

Murex product configuration

Market Risk metrics

Testing of pricing models

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 : P&L component replication 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.).