Murex Consultant – Commodities

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.).