Murex Consultant – Commodities

CORUS Consulting; Tarragona; A distancia; EUR 45.000 - 65.000; Jornada completa

Descripción de la vacante

CORUS Consulting is seeking a Murex Consultant – Commodities to join their team, working primarily remotely from Madrid. The ideal candidate will have extensive experience in Murex configuration and testing, particularly within the commodities sector. This position involves close collaboration with the Market Risk Methodology team to ensure accurate calibration and implementation of pricing models.

Formación

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

Responsabilidades

• Working closely with the Market Risk Methodology team on configuration of new products.
• Conducting relevant testing of Murex’s native pricing models and preparing documentation.

Conocimientos

Murex product configuration

Market Risk metrics

Testing Murex pricing models

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.).