Consultant - Corporate & Investment Banking with specialization in Market Risk and Valuation of Financial Instruments (Options and Derivatives)

We are currently looking for a Business Consultant to join our Corporate & Investment Banking practice in Madrid, with specialization in Market Risk and Valuation of Financial Instruments (Options and Derivatives). We support our clients in the definition and execution of their strategic transformation plans, through global disruptive solutions in the areas of Methodology, Market Risk, FO, Internal Validation and other Quantitative Teams:

• Specialization in Financial Markets.
• Functional consulting related to Global Markets business and IT transformation.
• Multidisciplinary profile that combines the business vision with technology and the operations that support IT.
• Deep knowledge of Financial Instruments and their valuation, as well as the computational skills required for their implementation.

What are we looking for?

• University degree (Mathematics, Physics, Engineering, Economics, Business Management or similar).
• Master in Quantitative Finance desirable.
• Understanding of the role of technology as a key driver for digital transformation.
• Software: Microsoft Office - advanced level in Excel and PowerPoint.
• Knowledge of agile methodology (SCRUM, etc) desirable.
• Acquaintance with numerical methods and stochastic processes desirable.
• Acquaintance with the commonly used models in the valuation of Options and Derivatives desirable.
• Programming: Python, Matlab, R, SAS, SQL, VBA desirable.
• Financial tech: Murex desirable.

What will be your role?

• Collaborations with the major financial institutions in Spain, LATAM and USA.
• Main involvement in projects related to Murex, FO, Market Risk, IBOR/TIIE-Transition and Methodology.
• Experience in the validation of P&L components, Sensitivities, Estimates, VaR for FX, IR, CR, COMM and EQ derivatives
• Curves calibration in Murex/Mercury
• End-to-end project management, in terms of project plan elaborating, managing deadlines, resources, tasks and action plans
• Coordination and leadership of meetings with the client, including communication between the different areas involved in the project (business, technology, etc.)
• Consolidation, transmission and implementation of the knowledge acquired in the projects in which you participate
• Supervision of senior and junior consultants, organizing their work plan effectively, controlling the quality of their deliverables and guiding them towards the adoption of the Company's quality standards
• Leadership and presentation of commercial proposals
• Active participation in the development of our Markets offering
• Incorporate and train junior consultants (follow-up and continuous guidance, training on new trends and knowledge sharing)

What do we expect from you?

• High quality performance oriented
• Analytical and conceptual thinking
• Team management and team building
• Conflict resolution
• Collaborative and effective work in a group dynamic, often virtual
• Ability to build relationship model with clients at senior management level
• Strong communication skills with senior partners and Top Management
• Problem solving, ability to structure and define analyses to draw conclusions
• Flexibility and ability to work in high pressure environments

What can we offer you?

We offer you the opportunity to join a globally oriented company committed to excellence, close client relationships, and sustainable growth. You'll be part of the Business Markets practice, surrounded by a young, dynamic, and success-driven team, with a strong entrepreneurial culture and an outstanding working environment.