A leading financial services firm is seeking a Lead of the Derivatives risk models in Madrid.
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You will oversee quantitative risk methodologies, ensuring compliance and continuous improvement.
Ideal candidates have a Master’s or Ph.D.
in a quantitative subject and at least five years of relevant experience.
You will develop and review risk models using programming languages like Python and SQL, collaborating closely with various teams.
This role offers flexible work models and a focus on personal development. xhfqzwm
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Hay opciones de teletrabajo/trabajo desde casa disponibles para este puesto.