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CLONE - Murex Quant BA
Successfully
Req. VR-117910
This project involves supporting the Commodities trading desk through quantitative analysis and Murex platform enhancements for a blu chip international bank based in Spain. The Quant will work closely with traders, risk managers, and IT teams to develop, validate, and implement pricing models and risk analytics for commodity derivatives, including energy, metals, and agricultural products.
Coordinate Jr resouces.
Model Development & Validation: Design, implement, and validate pricing models for commodity derivatives Ensure models comply with regulatory and internal risk standards.
Configure and enhance Murex (MX.3) to support new commodity products and analytics: Integrate quantitative models into Murex's simulation and valuation engines.
Risk Analytics: Develop and maintain risk metrics such as VaR, stress testing, and scenario analysis for commodities.
Support risk teams with model interpretation and enhancements.
Product Support
Provide quantitative support for the launch of new commodity products.
Work with front office and middle office to ensure accurate trade capture and valuation.
Documentation & Training: Produce clear documentation for models, configurations, and processes. Provide training and support to users on model usage and interpretation.
Regulatory & Compliance Support: Ensure models and configurations meet regulatory requirements (e.g., FRTB, EMIR) and Assist in audits and regulatory reporting related to commodities.
Must have
Develop and calibrate pricing models for commodity derivatives within the Murex environment.
Enhance Murex configuration to support new products and risk measures.
Perform quantitative analysis to support trading strategies and risk management.
Collaborate with Murex support teams to ensure accurate model integration and performance.
Conduct backtesting and scenario analysis to validate model outputs.
Provide technical documentation and training to stakeholders.
Nice to have
this is not mandatory
Languages
English: B2 Upper Intermediate,Spanish: B1 Intermediate
Seniority
Regular
Remote Mexico, Mexico
Req. VR-117910
Murex FO
BCM Industry
25/09/2025
Req. VR-117910
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