We are seeking a Quant Modeller to join the team in Madrid and work on the modeling of Rates, Credit and FX Derivative and Cash products.Our analytics and models are used across all divisions of the firm for trading and risk managing of Cash and Derivatives in all asset classes including Rates, Credit, Foreign Exchange (FX), Commodities, Equities, Inflation, Corporate Finance, Money Markets, Mortgages, Hybrids, Emerging Markets (EM).Are you the right candidate? At Fortage, we spend time extensively searching the globe for talented individuals who strive together for the highest levels of excellence.Committing capital to facilitate business; Analyse market impact and derive optimal approaches; Design and implementhedging strategies to reduce PnL volatility; Maintaining existingmodels and implementing new models for trading and risk management of Derivative products; Documenting and testing new and existing models; Supporting the library to Strategies, Trading, Risk and Finance.Required Skills Strong quantitative analytic, modelling, pricing and risk management skills, with experience within a financial services environment; Strong computing andprogramming (coding) skills and experience, utilising programming languages such as Python, Matlab, R, S-Plus, C++, SQL and Oracle; A good understandingof Rates, Credit or FX products gained from professional experience or within education; Experience within ananalytics software firm or investment