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 implement hedging strategies to reduce PnL volatility;Maintaining existing models 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 SkillsStrong quantitative analytic, modelling, pricing and risk management skills, with experience within a financial services environment;Strong computing and programming (coding) skills and experience, utilising programming languages such as Python, Matlab, R, S-Plus, C++, SQL and Oracle;A good understanding of Rates, Credit or FX products gained from professional experience or within education;Experience within an analytics software firm or investment bank developing derivative pricing models;Master of Science (MSc)/Doctor of Philosophy Degree (PhD) in a relevant subject such as Maths, Physics, Computer Science, Statistics or Engineering;The ability to communicate effectively across multiple teams and functions, in addition to excellent presentational skills;A team player with strong interpersonal skills, leadership skills and multi-cultural understanding;Able to multi-task different projects and prioritise against tight deadlines.
#J-18808-Ljbffr