I made roux in the oven and the color is just perfect. However, it's very oily. I must've muffed up the ratio. Is there any way to correct th

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I think either you needed more flour (the usual ratio is 1:1, but some people add more flour to prevent the roux from separating), or that your oil was too hot when you added the flour so they didn't blend together well. Here's a discussion about different ways to make roux and to avoid problems: http://www.nola.com/food/index.ssf/2012/10/roux_from_you_readers_share_ro.html

It should be oily. I've always been told that the ratio is 1:1 (v/v) oil to flour. We once received a jar of ready made roux and the oil had separated out from the flour. If the color is perfect, take it out now and you should be good to go.