Quantitative Researcher (Madrid)


• 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