ABOUT US

THE COMPANY

This climate risk group emerged from the vision of our finance experts who saw the opportunity at the intersection of climate change and financial stability.

Anticipating the trend, we set out to build a platform that not only conformed to current regulations but also provided customized solutions tailored to each financial entity.

We developed a cost-effective and flexible tools, designed to effortlessly integrate into the existing systems of banks and companies, ensuring proactive and cutting-edge management of climate risk. Each client helps us write a new chapter in the history of financial sustainability.

THE TEAM

JUAN TORO

Director

PhD in Econometrics, European University, Spain. Visiting researcher at London Business School and Nuffield College, University of Oxford.

Xavier BaRRACHINA

LEAD DEVELOPER AND
SOFTWARE ARCHITECT

PhD in Applied Mathematics, Universitat Politècnica de València and Universitat de València.

Xavier BaRRACHINA

LEAD DEVELOPER AND
SOFTWARE ARCHITECT

PhD in Applied Mathematics, Universitat Politècnica de València and Universitat de València.

Carlos san millán

CONSULTANT

PhD in Mathematical Physics. University of Valladolid, Department of Theoretical Physics. Master’s degree in High Energy Physics. Autonomous University of Barcelona.

JOSE MANUEL CANO

CONSULTANT

PhD in Theoretical Physics. Institute for Theoretical Physics UAM/CSIC. Master’s degree in Theoretical Physics and Bachelor’s degree in Physics. Autonomous University of Madrid.

JOSE MANUEL CANO

CONSULTANT

Master’s degree in Mathematical Engineering and Bachelor’s degree in Mathematics. Complutense University of Madrid

JUAN PLAZUELO

CONSULTANT

Master’s degree in Mathematical Engineering and Bachelor’s degree in Mathematics. Complutense University of Madrid.

VIRGINIA MORALES

SOFTWARE ENGINEER

Bachelor’s Degree in Computer Science Mathematics (student). Polytechnic University of Madrid.

VIRGINIA MORALES

SOFTWARE ENGINEER

Bachelor’s Degree in Computer Science Mathematics (student). Polytechnic University of Madrid.

CAREERS

Work with us:
Share our passion for climate change

We elevate your career within a culture that values innovation and excellence, where your talent and passion drive the development of leading financial solutions for a sustainable future. We are in search of creative and dedicated minds ready to lead this transformation.

We are committed to creativity and teamwork, aiming to lead progress in the financial sector with sustainable solutions for an ever-changing world. If you have the talent and motivation to make a difference, we need you to join us in forging a path of success and leadership in the industry.

Open Positions

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

About us

Arfima Financial Solutions is a consultancy and advisory firm in financial markets and risk management. We specialize in applying financial engineering principles to real-world problems, bridging the gap between academia and business. Our main services include the valuation of financial products (including exotic derivatives and private equity funds), financial risk analysis and management, and regulatory compliance. Recently, we have joined an international consortium to develop a climate data and risk assessment platform.

About the position

The project involves developing a platform for the valuation of physical and transition climate risks. 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. Estimating and valuing both physical and transition risks is data-intensive, requiring extensive calculations and the use of financial and ML tools. The valuation of financial climate risk is more complex than traditional financial risk and requires new tools. We are looking for a computer engineer who can support us in this goal.

We are looking for someone to work on-site with the ability to implement Python code applied to climate risk model analysis.

The range of activities may include:

  • Collaboration in developing the existing GUI by adding sections corresponding to new features and optimizing the existing base.
  • Management of the PostgreSQL database used by the backend.
  • Development of new backend functionalities.
  • Development of new risk classes.

Required Skills and Experience

  • Degree/master’s in computer science, computer engineering, or any other discipline with high quantitative and programming knowledge.
  • High level of Python, ideally with 1 year of experience in developing code with OOP.
  • Experience with GitLab/GitHub or other CI/CD tools.
  • Experience with React.
  • Valued traits include independence, rigor, and critical analysis.
  • English: C1.
  • Ability to work comfortably in a team in an international environment.

Desirable Skills

  • Experience with Sphinx, reStructuredText (rst), and Markdown for documentation generation.
  • Experience in open-source projects or collaborative projects in a large group of developers.

Candidates are invited to send their CV to the email address: hiring@arfimaconsulting.com

THEY TRUSTED US

THEY TRUSTED US