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About the Firm The firm is a leading global private markets advisory platform, supporting best-in-class fund managers with capital raising, strategic advisory, and investor relations. We work with GPs across private equity, private credit, infrastructure, and real assets, connecting them with a diverse and sophisticated LP base worldwide. Role Overview We are seeking a highly motivated and detail-oriented Manager to join our Fund Placement team. The successful candidate will play a key role in managing fundraising processes from origination through to final close, serving as a bridge between General Partners (GPs) and Limited Partners (LPs). This is a dynamic, client-facing role offering significant exposure to top-tier fund managers and global institutional investors. Key Responsibilities • Lead the execution of fund placement mandates, including preparation of marketing materials (PPMs, DDQs, pitch decks, case studies), • Manage and coordinate the end-to-end fundraising process across multiple workstreams, timelines, and stakeholders, • Liaise with clients to deliver strategic advice on fund positioning, LP targeting, and process management, • Maintain and leverage deep relationships with institutional investors across geographies, • Conduct market research and investor mapping to identify prospective LPs aligned with the fund strategy, • Participate in fundraising roadshows, investor meetings, and due diligence sessions, • Assist in origination efforts by preparing pitches, performing manager screening, and supporting business development activities, • Supervise and mentor junior team members Candidate Profile • 5–10 years of relevant experience in private markets, investment banking, investor relations, fundraising, or strategy consulting, • Strong understanding of private fund structures, institutional fundraising, and capital markets, • Excellent project management skills with the ability to prioritize and execute multiple tasks in a fast-paced environment, • Outstanding written and verbal communication skills, • Relationship-driven mindset with a high degree of professionalism and integrity, • International outlook and ability to work with global clients and investors, • Fluency in English required; additional languages are a plus, • Bachelor’s degree from a top-tier institution; MBA/CFA is a plus Why Join Us • Work on high-impact, high-visibility mandates with top-tier private market managers, • Gain exposure to a global network of sophisticated LPs, • Join a collaborative and entrepreneurial team with a flat hierarchy, • Competitive compensation and long-term career development opportunities

Desde Jobandtalent estamos buscando profesionales para cubrir una posición de Auditor de Modelos IRB en una importante empresa del sector bancario, • PERFIL Ingeniero/a informático o de Telecomunicaciones, Licenciado/a en ADE, Economía, Matemáticas u otras ingenierías con especialización o postgrado en programación y/o manejo de bases de datos, además de conocimientos en materias de capital. Valorable máster o curso de postgrado sobre Big Data o Data Analytics, conocimientos de SAS, conocimiento normativa capital regulatorio (CRR/CRD IV). Deseable experiencia en sector bancario, en departamentos relacionados con la gestión de riesgo de crédito y/o capital (Modelos IRB) o riesgo de modelo (Metodología, Validación Interna). • FUNCIONES Participará en la ejecución de las auditorías de Modelos IRB y Nueva Definición Default desarrollando pruebas de trabajo sobre las áreas de trabajo que le sean asignadas, relacionadas con el cálculo y reporting (COREP) de los requerimientos de capital por riesgo de crédito bajo enfoque avanzado (IRB) y con la implantación de la normativa correspondiente a la New Definition of Default, revisando la calidad e integridad de la información empleada en el cálculo así como el cumplimiento de la normativa (interna y externa) de referencia en estas materias, todo ello siguiendo los programas de trabajo definidos por la División al efecto. *CONDICIONES Incorporación inmediata Contrato temporal con fecha de finalización: 31/12/2025 Jornada completa. Horario: de lunes a viernes de 09:00 a 18:00h Ubicación: Boadilla del Monte Salario: 1.943, 55€ brutos al mes en 11 pagas

GROUP BNP PARIBAS BNP Paribas is a leading global bank and a prominent international banking institution, operating in numerous locations worldwide and offering multiple financial services, from retail banking to corporate and institutional banking (clients financing, advisory, capital market services). The bank is head-quartered in Paris but has a significant presence in the EU and worldwide. Department Overview Systems InteGrated Methods and Analytics (SIGMA) is a team of specialised risk officers with global accountability for the counterparty, market and liquidity risk methodologies within the Bank’s RISK function. It also maintains the internal model methodology for operational risk. Organisationally, it is embedded in the RISK Global Framework department and in particular its RISK Models & Regulatory group. SIGMA’s mission is to develop and continually improve the group’s risk modelling & measurement, analysis and backtesting capabilities. SIGMA is organised in streams, each responsible for a given asset class (IRFX, Credit / Repo, Equity / Commodity) or transversal aspects of risk methods (Cross-Product), as well as a quantitative development / architecture stream. The team’s remit includes internal risk models in use within the Bank, such as VaR, Stressed VaR, IRC and CRM models in the market risk space, as well as EEPE, Stressed EEPE, Regulatory CVA models in the counterparty risk space. Job Summary & Responsibilities Working in close partnership with other RISK teams and stakeholders (systems, reporting, regulatory, Front Office), the successful candidate will contribute to SIGMA’s mission, taking responsibilities in some of the following areas: • Participate in methodology projects, gathering and documenting requirements, considering stakeholder interests, regulatory constraints and any potential deficiencies in the current methods exposed by quality assurance processes., • Investigate, analyse and design risk methods and models, respecting the aims of accurately capturing risks whilst considering system or other environmental constraints., • Design, develop and test code changes required to implement the risk methods in the risk systems, whilst assisting the technical teams responsible for optimisation and promotion of the code to the production environment., • Ensure that all methodologies, tools, processes and procedures are documented to a high standard satisfying both internal and regulatory expectations, and that any methodological changes and corresponding decision of governing bodies are promptly reflected in relevant documentation., • Contribute to the quality assurance processes surrounding risk measurement including backtesting and VaR Adequacy (P&L Explain) process., • Cooperate with the RISK model validation teams in the review and approval of risk models., • Support regulatory interactions, participating in industry working groups and Quantitative Impact Studies (QIS)., • In a transactional or advisory capacity, assist risk managers and Front Office in the prompt, accurate and astute risk assessment of deals, where the standard and systematic methods may not be applicable or appropriate. Our requirements Candidates with both industry background and academic research background are welcome. To be successful in this role, the candidate should meet the following requirements: • A strong academic background, with at minimum a Masters in mathematics, physics or quantitative finance. Both Masters and Ph.Ds. are welcome, • The Department conducts business in English, thus a good command of both verbal and written English is essential. Further requirements are specified separately for experienced candidates with financial industry background and for experienced candidates with academic research background: Experienced candidates with financial industry background are welcome from banks, investment companies and consultancies: • A strong interest and familiarity with risk management best practises, financial markets and economic developments. Experience in a quantitative finance environment, preferably in a market risk or counterparty risk modelling capacity; other backgrounds (e.g. Front Office quantitative research, model validation, hedge funds) are also welcome. • Sound understanding of stochastic processes and their application to risk factor simulations., • A practical knowledge of derivatives, their risk drivers and the models used to price them; exposure to at least one of the following asset classes: credit, repo, IR/FX, equity, commodities, preferably from a risk management perspective., • Design and implementation of quantitative models, preferably using C# or C++ in a source-controlled environment., • The role will expose the candidate to a wide range of professionals within the bank. Therefore, communication skills, both written and verbal, play an essential part of the day-to-day role. Previous experience in interacting with Front Office, validation functions and regulatory or supervisory bodies is a plus., • A good understanding and awareness of the regulatory framework for banks is desirable. Experienced candidates with academic research background are welcome from the range of disciplines: from the field of financial mathematics to broader fields of mathematics, physics and engineering. We welcome both academic and industrial scientists. Successful candidate will be provided internally with on the job training in financial mathematics and banking fundamentals. • Candidates expected to have PhD with further research experience., • Candidates should demonstrate proven record of research and academic excellence; published work is a plus., • More senior candidates are expected to demonstrate leadership in collaborative research projects., • The role will expose the candidate to a wide range of professionals within the bank. Therefore, communication skills, both written and verbal, play an essential part of the day-to-day role. Previous experience in joint research with other research teams is a plus., • Reasonable coding skills are expected. In addition, a candidate from any background will have the ability to: • Work to meet tight deadlines., • Work flexibly as part of multiple teams and autonomously., • Grasp the intricacies of governance-related processes and procedures., • Juggle changing priorities and a varied workload. Candidates able to exhibit a curious mindset and those able to demonstrate a strong intuition for identifying and measuring risks of traded instruments will be preferred. What we offer The successful candidate will have the opportunity to further develop his or her quantitative skillset, joining a multicultural team of seasoned quantitative analysts eager to stay abreast of the latest market and industry developments. As such he or she will also have the opportunity to contribute to shaping the Bank’s and the industry’s future of internal models and risk management. SIGMA participates in Risk Model Fundamentals and Research Lab and successful candidates, once integrated into the team, will be given an opportunity and an option to participate in Lab projects. The results from the Lab and SIGMA in general are regularly presented at major international conferences. Members of SIGMA also publish in professional refereed journals. The role is transversal in nature and the successful candidate will contribute to improving BNP Paribas’ internal models in both market and counterparty risk spaces. The role is not limited to quantitative modelling and will also allow the candidate to further develop or strengthen his or her development skillset (our proprietary library is implemented in C#). Benefits • Training programs, career plans and internal mobility opportunities, national and international thanks to our presence in different countries., • Diversity and Inclusion Committee that ensures an inclusive work environment. In recent years, several employee communities have been created to organize diversity and inclusion awareness actions (PRIDE, We Generations and MixCity)., • Corporate volunteering program (1 Million Hours 2 Help) in which employees can dedicate time out of their working hours to volunteer activities., • Flexible compensation plan., • Hybrid telecommuting model (50%)., • 31 vacation days. Diversity and inclusion commitment BNP Paribas Group in Spain is an equal opportunity employer and proud to provide equal employment opportunity to all job seekers. We are actively committed to ensuring that no individual is discriminated against on the grounds of age, disability, gender reassignment, marriage or civil partnership status, pregnancy and maternity/paternity, race, religion or belief, sex or sexual orientation. Equity and diversity are at the core of our recruitment policy because we believe that they foster creativity and efficiency, which in turn increase performance and productivity. We strive to reflect the society we live in, while keeping with the image of our clients.

Somos LOOM Nos dedicamos a el alquiler flexible de espacios de oficinas. Creamos espacios para profesionales y compañías creativas, innovadoras y valientes, dispuestas a revolucionarlo todo. Llevamos más de 5 años diseñando lugares únicos en los que nuestros clientes puedan sentirse como en casa, rodeados de luz natural, con espacios de trabajo amplios y cómodos, disfrutando de terrazas y jardines o inspirados por una sorprendente arquitectura integrada con la última tecnología. Nuestro compromiso es el de MERLIN Properties, la compañía inmobiliaria cotizada líder en la Península Ibérica, de la que formamos parte desde 2019. MERLIN Properties cuenta con la mejor y más amplia cartera de oficinas de España y Portugal y dedica sus esfuerzos a mejorar la experiencia de los más de 130.000 trabajadores que diariamente acuden a sus espacios. Afrontamos el futuro con un carácter transformador, innovador y pionero en el sector, ayudando a construir las compañías del mañana. Nuestro objetivo es aportar valor a la sociedad, al tiempo que generamos una experiencia de trabajo única para todos nuestros clientes. Estamos buscando a un Comercial y Gestor de Eventos para diferentes espacios en Madrid. Principales responsabilidades: • Comercialización de espacios para la realización de eventos., • Prospección y captación de nuevos clientes e identificación de nuevas de negocio., • Realización de llamadas y visitas comerciales para la realización de propuestas y venta consultiva de espacios para eventos., • Preparación y adecuación de espacios para Eventos., • Acompañamiento a los clientes durante el montaje, desarrollo y desmontaje del evento para facilitar el mismo., • Presupuestos anuales, objetivos comerciales, reporting de cumplimiento., • Control de proveedores, • Control de ingresos y gastos, • Coordinación con otras áreas de negocio ¿En qué tienes que destacar? • Experiencia mínima de al menos 3 años en puesto similar en agencia de eventos., • Habilidades comerciales y de gestión., • Persona con alto nivel de interlocución, acostumbrada a trabajar por objetivos y con conocimientos del sector servicios especialmente eventos, agencias, etc., • Imprescindible nivel C1 o superior de inglés. Ubicación: Paseo de la Castellana 257, Madrid. ¿Quieres Trabajar con Nosotros? Si te gustaría formar parte de un equipo líder, altamente motivado e implicado en la transformación del sector inmobiliario para la creación de valor, en MERLIN estaremos encantados de incorporar tu talento para que te sumes a nuestra misión. Somos una compañía comprometida con el crecimiento profesional y creemos firmemente en nuestra capacidad para, más allá de ofrecer un puesto de trabajo, planificar carreras profesionales basadas en la progresión continua. ¿Hablamos? Si tienes el perfil que buscamos y estás interesado/a en formar parte del equipo MERLIN, por favor mándanos tu CV con una breve exposición sobre por qué te gustaría trabajar en MERLIN al email ¡Estamos deseando conocerte!