full-time
Senior Quant Analyst – Fixed Income & Market Risk Models
Winning
- Employer
- Winning
- Location
- Madrid
- Working pattern
- remote
About the role
Develop, review, and validate pricing and risk models for fixed income products, with a focus on leveraged loans. Manage PnL attribution frameworks and ensure market risk metrics align with regulatory expectations. Requires 7-10+ years of experience in trading book market risk modeling and advanced proficiency in Python. Candidates must hold an advanced degree in a quantitative field and possess strong knowledge of financial model theory and vendor platforms like Numerix.