Senior Quantitative Analyst – Model Validation
Tasks
- Analyze collateral legal contracts
- Backtest model performance
- Build market data curves
- Calculate market risk sensitivities
- Ensure alignment with EBA RTS
- Generate historical P and L vectors
- Validate SIMM model
- Value financial derivatives
- Write technical reports in English
Perks/Benefits
- Childcare support
- Hybrid work
- Language training
- Meal vouchers
- Medical insurance
- Paid time off
- Team events and sports
- Technical certification support
Skills/Tech-stack
Backtesting | Collateral Management | Derivatives Valuation | EBA RTS | EMIR regulation | Greek calculations | Interest Rate | Interest rate curves | LaTeX | Market Data | Market Risk | Murex | Python | Rate Curves | Risk sensitivities | SIMM
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Related jobs
-
Principal Data Analyst, Product EUR 60K-86KA/B | A/B Testing | B testing | BI Dashboards | Causal InferenceAnnual retreat | Generous PTO | Learning allowance | Remote work | Wellness allowanceSenior-level Full TimeSpain R16h ago
-
ClickHouse | Cube.js | Data Analysis | Data Visualization | DatabricksAnnual learning and development budget | Company-provided equipment | Equity opportunities | Fully remote | Home office stipendSenior-level Full TimeSpain R1d ago
-
Principal Data Analyst, Marketing Analytics EUR 18K-30KAdjust | Apple Search Ads | Appsflyer | Bayesian regression | BigQueryAnnual retreat | Generous PTO | Learning allowance | Remote work | Wellness allowanceSenior-level Full TimeSpain R3d ago
-
Amazon QuickSight | Apache Airflow | Apache Superset | DBT | DashboardingContinuous learning | Cross-functional collaboration | Fully remote | Professional developmentSenior-level Full TimeSpain R3d ago
-
AB Testing | Adtech | Amazon Web Services | Business Intelligence | CROAnnual seminar | Flexible telework | Gym membership | Health insurance | Pro bono leaveEntry-level Full TimeMadrid, MD, Spain R4d ago
-
Apache Airflow | Data Pipelines | Data Quality | Data Transformation | Data WarehouseFlexible start date | Hybrid workEntry-level InternshipMadrid - Hybrid, Barcelona - Hybrid R17d ago
-
Senior Data Analyst (f/m/d) EUR 60K-60KAI-enabled | AI-enabled analytics | Analytics automation | Behavior analytics | Business IntelligenceFlexible working hours | Gym coverage | Health insurance | Internet reimbursement | Meal allowancesSenior-level Full TimeMadrid, Spain R18d ago
-
Data Analysis | Language Processing | Machine Learning | Natural Language | Natural Language ProcessingCareer development support | Flexible working | International travel opportunitiesSenior-level Full TimeMadrid - Castellana, Spain R1mo ago
-
Senior Data Analyst EUR 50K-70KCloud Platforms | DBT | Data Modeling | Data Visualization | Data WarehousingFlexible working hours | Free language classes | Mental wellness support | Multisport card | Paid time offSenior-level Full TimeMadrid, MD, Spain R1mo ago