A Madrid-based investment analytics team is hiring a

hands-on Quant Team Lead

to combine

deep mathematical modelling

with

day-to-day leadership

of a small team.

No deje pasar esta ocasión, inscríbase rápidamente si su experiencia y habilidades coinciden con lo que se indica en la siguiente descripción. This is not a “manager-only” job. You’ll

build models, validate assumptions, work in Python + SQL

, and still be the person who

sets the technical standard

, coaches others, and helps the team deliver decision‑grade outputs under real deadlines. Location:

Madrid (Hybrid) — typically

3 days/week in-office

. What you’ll do

Lead the analytics delivery

on live valuation / portfolio analysis work (hands‑on modelling + ownership). Mentor and level‑up

analysts: technical reviews, modelling best practice, quality control, and clearer communication. Improve

quantitative models

used for valuation, forecasting, and risk/sensitivity analysis. Turn

messy datasets

into reliable outputs (data QA, reconciliation, controls, repeatable pipelines). Run

scenario analysis / stress testing

and clearly explain key drivers of value and risk. Present your findings to senior stakeholders (committee‑style conversations) and defend assumptions calmly. Improve how the team works: templates, documentation, automation, and model governance. What we’re looking for (must-haves)

Strong





mathematical/quant foundation

(e.g., Maths/Stats/Physics/Engineering/Quant Finance/Econometrics). Proven experience in

quantitative finance / risk / valuation / portfolio analytics

(credit risk, asset valuation, model validation, treasury/ALM, derivatives/structured products, etc.). Strong

Python

(pandas + modelling workflow) and

SQL

(real datasets, performance/accuracy, QA checks). Leadership signal

: team lead/manager/project lead, or clear evidence of mentoring/coaching and quality ownership. Able to work at pace and produce

decision‑grade

analysis (clear thinking, pragmatic modelling, strong judgement). Nice to have

Credit risk modelling exposure:

PD / LGD / EAD

, IFRS 9 / regulatory capital topics. Model validation / model risk

governance experience. Time series, simulation (

Monte Carlo

), optimisation, or ML applied pragmatically. Experience building robust analytics tooling (pipelines, controls, dashboards). Why this role (Madrid)

A rare mix of

serious quant depth + leadership

without leaving the modelling behind. High-impact work where your analysis directly supports real investment decisions. A team environment that values

mathematical rigour

, clear reasoning, and strong collaboration. xiphteb Ref:

BBBH26061 #J-18808-Ljbffr Hay opciones de teletrabajo/trabajo desde casa disponibles para este puesto.

📌 Test Lead (remote) (Madrid)
🏢 Allen Recruitment
📍 Madrid