##### **Project description** 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. ##### **Responsibilities** Model Development \& Validation: Design, implement, and validate pricing models for commodity derivatives Ensure models comply with regulatory and internal risk standards. Document 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. Documentation \& Training: Produce clear documentation for models, configurations, and processes. Provide training and support to users on model usage and interpretation. ##### **Skills** 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 ##### **Other** Languages English: B2 Upper Intermediate,Spanish: B1 Intermediate Seniority Regular Remote Spain, Spain Req. VR\-117869 Murex FO BCM Industry 14/10/2025 Req. VR\-117869