Quant Team Lead

Hace 2 días

alcobendas, kingdom of spain Allen Recruitment Jornada completa

A Madrid-based investment analytics team is hiring a hands-on Quant Team Lead to combine deep mathematical modelling with day-to-day leadership of a small team.

This is not a “manager-only” job. You’ll build models, validate assumptions, work in Python + SQL , and still be the person who sets the technical standard , coaches others, and helps the team deliver decision‑grade outputs under real deadlines.

Location: Madrid (Hybrid) — typically 3 days/week in-office .

What you’ll do
  • Lead the analytics delivery on live valuation / portfolio analysis work (hands‑on modelling + ownership).
  • Mentor and level‑up analysts: technical reviews, modelling best practice, quality control, and clearer communication.
  • Improve quantitative models used for valuation, forecasting, and risk/sensitivity analysis.
  • Turn messy datasets into reliable outputs (data QA, reconciliation, controls, repeatable pipelines).
  • Run scenario analysis / stress testing and clearly explain key drivers of value and risk.
  • Present your findings to senior stakeholders (committee‑style conversations) and defend assumptions calmly.
  • Improve how the team works: templates, documentation, automation, and model governance.
What we’re looking for (must-haves)
  • Strong mathematical/quant foundation (e.G., Maths/Stats/Physics/Engineering/Quant Finance/Econometrics).
  • Proven experience in quantitative finance / risk / valuation / portfolio analytics (credit risk, asset valuation, model validation, treasury/ALM, derivatives/structured products, etc.).
  • Strong Python (pandas + modelling workflow) and SQL (real datasets, performance/accuracy, QA checks).
  • Leadership signal : team lead/manager/project lead, or clear evidence of mentoring/coaching and quality ownership.
  • Able to work at pace and produce decision‑grade analysis (clear thinking, pragmatic modelling, strong judgement).
Nice to have
  • Credit risk modelling exposure: PD / LGD / EAD , IFRS 9 / regulatory capital topics.
  • Model validation / model risk governance experience.
  • Time series, simulation ( Monte Carlo ), optimisation, or ML applied pragmatically.
  • Experience building robust analytics tooling (pipelines, controls, dashboards).
Why this role (Madrid)
  • A rare mix of serious quant depth + leadership without leaving the modelling behind.
  • High-impact work where your analysis directly supports real investment decisions.
  • A team environment that values mathematical rigour , clear reasoning, and strong collaboration.

Ref: BBBH26061

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