Valuation Models & Market Risk Consultant

Descripción del empleo

At Lognext we have been accompanying companies and teams for more than 18 years to identify and implement the technology necessary to advance, making their challenges and objectives our own and getting closer to their reality.

We are looking for a Valuation Models & Market Risk Senior Consultant to join our team for a multinational leader in the financial services sector.

Key Responsibilities:

• Review valuation models implemented in quantitative libraries such as Numerix.

• Validate Mark-to-Market calculations and instrument-level sensitivities.

• Analyze the use of sensitivities in regulatory frameworks (FRTB SA, FVA / AVA).

• Assess model outputs for risk factor observability and levelling processes.

• Identify gaps versus market best practices and regulatory expectations.

• Produce high-quality technical documentation for Internal Validation and Audit.

Skills:

Essential:

• Strong background in financial valuation models and market risk.

• Proven experience with MtM, sensitivities and regulatory metrics.

• Advanced Python skills for model review and numerical testing.

• Experience with bonds with embedded optionality (convertible, callable, puttable).

• Solid experience in model governance and documentation.

• High level of English (B2/C).

Job Conditions & Benefits:

• Permanent contract.

• Competitive salary.

• Flexible compensation.

• Professional Development: access to training, certifications and language programs.

• ⏰ Flexible working hours.

Join our expert team, where creativity, commitment and technical excellence make the difference in a world full of opportunities.

In Lognext we are committed to equality between women and men and have a registered and published Equality Plan. We believe multiculturalism is a source of value, experience and knowledge that strengthens our projects, and we are firmly committed to diversity. We work every day to ensure respectful and inclusive environments, without discrimination based on race, religion or beliefs, ethnicity, disability, age, nationality, marital status, sexual orientation or gender.

Información extra

Status

Activa

Estudios requeridos

E.S.O

Localización

Madrid

Tipo de contrato

Trabajo estudiantes

Publicado el

13-02-2026

Carnet de conducir

No

Vehículo

No

Carta de motivación

No

Idiomas

Español