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 :
• 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.).