RISK PLATFORM EXPERTS IN MADRID

About us

Arfima Financial Solutions is a consultancy and advisory firm in financial markets and risk management. We specialize in the application of financial engineering principles to concrete, real-world problems, bridging the gap between the academic and the business worlds. Through detailed and holistic analysis, we strive to design practical and tailored solutions that go to the heart of our client’s challenges. AFS has broad experience in the analysis of financial markets at the highest quantitative and mathematical standards. Our core services are the pricing of financial products (including exotic derivatives and private equity funds), the analysis and management of financial risk, and regulatory compliance. We have recently embarked within an international consortium on the development of a climate data and risk assessment platform.

About The Role

The project is the development of a platform for physical risk assessment and climate transition. We will work closely with the Linux Foundation team within the OS-Climate project. AFS is a member of this consortium created by the Linux Foundation. The estimation and valuation of both risks (physical and transition) are data intensive, calculations and uses of financial and ML tools. The valuation of financial climate risk is more complex than traditional financial risk and requires new tools.

You will collaborate in the construction of this digital-finance tool, implementing database and mathematical finance models in scalable and usable ways that will serve as tools to build beginning-to-end financial intelligence platforms. We are happy to provide the financial background on the run but require a strong quantitative mindset. The scope of the project requires both a deep study and understanding of the mathematics, as well as the ability to manipulate them so as to obtain clean and scalable implementations. Autonomy is essential, and we expect admitted candidates to become fully responsible for their assigned parts of the project. Work may include:

• Designing generic data-interface modules.
• Implementing risk and vulnerability models.
• Implementing generic pricing and simulation engines climate related.
• Coordinating with different team members to build a coherent framework.
• Contribute to the general project’s growth.

Required Skills and Experience

• PhD in a quantitative subject such as Mathematics, Statistics, Physics, Engineering, etc.
• Advanced programming skills with Python (OOP, numpy, pandas, plotly/matplotlib).
• Demonstrable knowledge of Gitlab/Github or equivalent CI/CD tools.
• Strong communication skills in English.
• Comfortable in an international team working environment.

Positively Valued Skills

• Knowledge in Mathematical Finance, Numerical Methods, and Stochastic Processes will be an asset.
• Experience in the area of climate risk assessment is also valued.
• Experience in handling big data is highly appreciated.

The position will initially be for a 18-months duration, with the potential for extension beyond that period. For now, we do not offer a remote work option, so the offer requires candidates who are either based in Madrid or willing to relocate.

The candidates are invited to send their CV on the email address: hiring@arfimaconsulting.com