Job Description
Front Office XVA Quant – Madrid, Spain
Responsibilities
- Contribute actively to the design and implementation of our pricing and risk libraries, covering both mathematical modeling and software development.
- Build pricing, risk‑management, and market‑making tools for our trading desks.
- Enhance and extend existing quantitative frameworks and tools to meet the highest quality standards.
- Develop, improve, and maintain robust testing for our quantitative libraries and tools.
- Produce clear mathematical and technical documentation for internal stakeholders.
- Partner with and support Trading, Sales, and Risk teams.
Professional Experience
- No specific professional experience is required, but previous experience in a front‑office quantitative team is an advantage.
Education
- Bachelor’s degree or equivalent in Engineering, Physics, Mathematics, or another qu...