Model Validation Consultant

Job ID:  40281
Location:  PARIS (FRA)


Murex is a global fintech leader in trading, risk management and processing solutions for capital markets. Operating from our 19 offices, 2 700 Murexians from over 60 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world. ​

Join Murex and work on the challenges of an industry at the forefront of innovation and thrive in a people-centric environment. 

You’ll be part of one global team where you can learn fast and stay true to yourself. ​




Within the product department, the Model Validation team oversees model validation activities globally, providing expertise and tooling to both Murex employees and clients.




Your missions/What you'll do 


Your mission includes:

  • Providing expertise in Murex on model validation topics

  • Developing tools to facilitate the practice of model validation at Murex and for clients

  • Production of independant reviews on Murex models

  • Following strategic clients model validation projects

Model perimeter:

  • FO models (pricing & hedging)

  • Market data analytics (curves, vols, …)

  • XVAs modelling



Your profile/Who you are 


  • 5 years of experience with strong Quantitative skills covering market data analytics (curves, volatility…), cross-asset payoffs analytics, xVA analytics and risk analytics.

  • Strong coding skills in object oriented programming, ideally in Python is required.

  • Good Knowledge on model validation best practices policies, governance as well as regulator/auditors expectations.