Murex Consultant – Commodities

CORUS Consulting; Valladolid; A distancia; EUR 45.000 - 70.000; Jornada completa

Descripción de la vacante

CORUS Consulting seeks a Murex Consultant specializing in Commodities for a role involving product configuration and testing of Murex’s pricing models. The ideal candidate will have significant experience in Market Risk metrics and strong collaboration skills with methodology teams in Madrid or remotely.

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 product configuration.
• Conducting testing of Murex’s pricing models and preparing documentation.
• Implementing metrics, configuring curves, and participating in product reviews.

Conocimientos

Market Risk metrics

Murex product configuration

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.).