Murex Consultant – Commodities

Corus Consulting is a consulting firm with more than 15 years of experience working with diverse clients worldwide; we have a presence in Europe, the United States, Asia, and Mexico.

We are seeking talented professionals for the position of:

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 responsibilities:

• 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.).