Senior Quant Analyst – Fixed Income Risk (Remote Spain)

Winning; Madrid; Presencial; EUR 90.000 - 140.000; Jornada completa

Descripción de la vacante

Winning Consulting is seeking a Senior Quant Analyst – Fixed Income & Market Risk Models to join a strategic project in the financial services sector. You will develop, review and validate pricing and risk models for fixed income trading products, with emphasis on leveraged loans, and work across Front Office, Risk, Finance and Technology teams.

Requirements include 7–10+ years in market risk modelling, strong Python skills, and advanced degrees in quantitative fields.

Formación

• 7–10+ years of experience developing, reviewing or validating trading book market risk models within financial services.
• Strong experience in pricing and risk modelling for fixed income products.
• Solid understanding of model theory, calibration techniques and one-factor interest rate models, including Hull-White.
• Advanced Python skills with hands-on experience testing financial models.
• Experience with Numerix or comparable vendor-based modelling platforms.
• Strong knowledge of market risk concepts, including VaR, sensitivities, Greeks and PnL attribution.
• Experience preparing model development documentation, testing evidence and implementation guides.
• Advanced degree in Finance/Engineering/Physics/Math/Statistics/CS or related field.
• Excellent communication skills in English, both written and verbal.

Responsabilidades

• Develop, review and validate pricing and risk models for fixed income trading products, with a focus on leveraged loans.
• Analyse model theory, assumptions, calibration approaches and implementation quality.
• Review and test financial models using Python, ensuring robustness, accuracy and consistency of results.
• Work with pricing libraries and vendor-based platforms such as Numerix or equivalent solutions.
• Design, validate and enhance PnL attribution frameworks, including testing, documentation and controls.
• Analyse market risk metrics such as VaR, sensitivities and Greeks, ensuring alignment with governance and regulatory expectations.
• Prepare model documentation, implementation guides, testing evidence and validation materials.
• Collaborate with Front Office, Risk, Finance, Technology and Model Validation teams across the firm.

Conocimientos

Python

VaR

Greeks

Model validation

Pricing

Hull-White

Numerix

PnL attribution

Communication

English

Educación

Master’s or PhD in Finance/Engineering/Physics/Mathematics/Statistics/CS

Herramientas

Numerix

Descripción del empleo

Winning Consulting is seeking a Senior Quant Analyst – Fixed Income & Market Risk Models to join a strategic project in the financial services sector. You will develop, review and validate pricing and risk models for fixed income trading products, with emphasis on leveraged loans, and work across Front Office, Risk, Finance and Technology teams.

Requirements include 7–10+ years in market risk modelling, strong Python skills, and advanced degrees in quantitative fields.