Busco trabajo - quant banca big4 consultor riesgos finanzas cuantitativas - icade ie
ForoCoches: Usuario
29-may-2026 19:54
#1
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Buenas a todos, Después de una pésima experiencia en el foro general quiero aprovechar este foro esperando algo mas de seriedad: Comento un poco mi perfil: Master en Finanzas ICADE Master en IA y Ciencia de datos en IE Business School ADE en Universidad no Target Experiencia Laboral: QUANTITATIVE TRADER Own Account | Madrid, Spain · 2024 - Present Systematic & algorithmic trading (own capital) ◦ Designed, backtested and deployed systematic trading strategies on equity, commodity and index derivatives, trading own capital and owning the full pipeline from signal research to live execution. ◦ Delivered a maximum return of 189%, steering the book through risk-adjusted performance metrics (Sharpe and Sortino ratios) and systematic position sizing. ◦ Built execution logic grounded in market microstructure and order-book dynamics to minimise market impact — the Front-office layer that a trading platform automates. ◦ Managed risk using coherent risk measures (CVaR and spectral risk), integrating Risk and Reporting views into the trading workflow. ◦ Engineered the full stack in Python (PyTorch, pandas, NumPy) with reinforcement-learning models and robust out-of-sample validation (CPCV, Deflated Sharpe Ratio, PBO) to avoid overfitting. DOCTORAL RESEARCHER — QUANTITATIVE FINANCE & ALGORITHMIC TRADING Carlos III University of Madrid (UC3M) | Madrid, Spain · 2026 – Present Research on algorithmic trading, execution and market risk ◦ Designing a multi-agent reinforcement-learning architecture for algorithmic trading, integrating distributional RL for risk-aware decision-making under uncertainty. ◦ Developing risk-constrained learning methods based on spectral risk measures (beyond standard CVaR), directly relevant to the Risk and Reporting functions of a trading desk. ◦ Establishing rigorous out-of-sample validation protocols (Combinatorial Purged Cross-Validation, Deflated Sharpe Ratio, Probability of Backtest Overfitting) to ensure statistically sound strategies. ◦ Working across fixed income, derivatives and structured products in Python, reinforcing a quantitative, products-driven view of an investment bank. ANALYST CONSULTANT — FINANCE & RISK Accenture | Madrid, Spain · 2021 – 2022 Data & analytics transformation in banking (Banco Sabadell and CaixaBank) ◦ Gathered functional requirements together with the business teams of two Spanish banks and translated them into technical solutions, restructuring their data infrastructure (from data lakes to data warehouses) to strengthen quantitative analysis and decision-making. ◦ Defined financial and risk KPIs and coordinated technical and business teams to align dashboards with analysis, risk-management and regulatory-compliance needs, close to wholesale-banking operations. Quantitative risk model for platform (ERP) selection at a multinational ◦ Sole owner of the end-to-end risk analysis (operational, financial, regulatory and reputational) for a platform-selection process, assessing over 1,000 requirements and five vendors. ◦ Designed a weighted scoring model combining functional compliance and risk profile to enable an evidence-based decision — directly transferable to the validation and comparison of tools and platforms. AI automation & process optimisation ◦ Supported the design and monitoring of an AI-based automation solution handling ~73,000 operations per year, measuring its impact on cash flows. ◦ Ran process audits with a Lean Six Sigma approach, quantifying inefficiencies and identifying significant operational savings. |
ForoCoches: Usuario
30-may-2026 00:13
#3
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Y por qué buscas empleo en el foro?. La formación que tienes es bastante buena, suena a que es un perfil que debería encontrar trabajo. Si aceptas mi sugerencia pon algo entre el 2022 y el 2024 para que no parezca que tienes un gap de dos años sin empleo, que imagino que estuviste estudiando algo. Intenta enfocar un poco más el CV a keywords más de negocio y no tan académicos. Y reformularía la parte del auto empleo, no digo que las métricas sean falsas, pero parecen humo. |