Quantitative Researcher (Madrid)
Responsibilities
• Work with senior Portfolio Valuation to value complex financial products
• Assist in research and documenting complex derivative products
• Develop and test models to value financial structures
• Analyze and manipulate large sets of time series data
Desired Skills and experience
• PhD or close from a renowned university in a quantitative subject such as Physics, Mathematics, Statistics etc
• Strong Matlab/S-Plus/R/SAS essential
• Experience in mathematical finance and numerical methods to price complex derivatives
• Strong data analysis skills, especially large datasets
• Strong communications skills in English
• Experience in a team work environment
Contact: recruiting@arfimaspain.com together with a CV and a cover letter