22 oct
|
Allen Recruitment
|
Madrid
22 oct
Allen Recruitment
Madrid
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 posibilidad, 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. xohynlm Ref: BBBH26061 #J-18808-Ljbffr Hay opciones de teletrabajo/trabajo desde casa disponibles para este puesto.
📌 Test Lead (Madrid)
🏢 Allen Recruitment
📍 Madrid