Murex Consultant – Commodities

CORUS Consulting; País Vasco; A distancia; EUR 50.000 - 80.000; Jornada completa

Descripción de la vacante

Corus Consulting seeks a Murex Consultant – Commodities to join their team. The role involves significant experience with Murex configurations and Market Risk metrics, focusing on testing and product implementation. This position, based in Madrid with remote flexibility, requires a proactive professional ready to engage in detailed market risk methodologies.

Formación

• 4 years of experience in Murex product configuration, preferably in Commodities.
• Solid knowledge with Market Risk metrics.
• Experience conducting testing of Murex native pricing models.

Responsabilidades

• Work closely with the Market Risk Methodology team for product configuration.
• 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

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 :
• 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.).