full-time
Quant Developer – Riesgos Financieros
WeHunt
- Employer
- WeHunt
- Location
- Madrid
- Working pattern
- on-site
- Salary
- €50,000–€60,000 / year
About the role
Design, develop, and implement quantitative models for financial and non-financial risk, including credit risk models such as LGD, EAD, and CRM, and methodologies such as VaR, stress testing, sensitivities, and backtesting. Support validation of IRRBB, liquidity, and ALM models; contribute to regulatory exercises including ICAAP, ILAAP, and Recovery Plans; and build tools to automate and optimize risk processes. Requires a university degree in mathematics, statistics, physics, engineering, quantitative economics, or a related field, plus 3–5 years of quantitative experience, preferably in financial services. Candidates should have strong statistical modeling, econometrics, machine learning, and financial risk modeling skills; proficiency in Python and SQL; knowledge of banking regulations; and a high level of English.