PATINADOR DE HIELO PROFESIONAL - Agy agency

Desde HISDESAT nos encontramos en búsqueda de un Comercial para desarrollo de negocio en el área de Observación de la Tierra. Se trata de un puesto muy próximo al cliente que requiere de un fuerte perfil comercial sustentado por un conocimiento técnico y del sector de imágenes y servicios. Entre otras actividades realizará visitas a clientes, detección y seguimiento de oportunidades, actividades de promoción en general, preparación de ofertas y colaboración en el mantenimiento y actualización del portfolio. REQUISITOS • Al menos 7 años de experiencia en el sector de Observación de la Tierra. Mínimo de 4 años en desarrollo de negocio, • Amplio conocimiento del mercado de imágenes y aplicaciones de Observación de la Tierra, • Conocimientos técnicos básicos de Observación de la Tierra a nivel de usuario final. Manejo básico de herramientas GIS, • Experiencia en entornos internacionales, incluyendo relación directa con el cliente en contexto comercial y de desarrollo de negocio, • Experiencia en preparación de ofertas en entorno internacional, en particular las secciones no técnicas, • Habilidad para realizar presentaciones y fichas técnico-comerciales de productos y servicios, • Don de gentes, capacidad de comunicación y fuerte orientación al cliente, • Capacidad de trabajo en equipo, autonomía y proactividad demostrables, • Disponibilidad para viajar Además, se valorará; • Experiencia en comercialización y venta de imágenes, • Experiencia en imágenes y aplicaciones SAR, • Manejo de herramientas de teledetección para explotación de imágenes FORMACIÓN • Ingeniería, Física, Geomática o equivalente. Ciencias Ambientales, • Nivel alto de inglés SE OFRECE • Contrato indefinido. Salario fijo + variable, • Plan de Beneficios Sociales (Tickets Restaurant, Seguro Médico, Seguro de Vida, Plan de Pensiones, Plan de Formación), • Modelo híbrido de trabajo, • Diseño de un Plan de Carrera dentro de la compañía

Somos una compañía inmobiliaria de capital nacional, especializada en la inversión, desarrollo y gestión de activos inmobiliarios. Contamos con más de 17 años de experiencia en diversos proyectos de éxito de ámbito nacional e internacional. En el puesto de Delineante/ Modelador BIM, tu misión será elaborar documentación que muestren directrices visuales sobre cómo construir un producto o estructura, en dos y tres dimensiones, de manera comprensible y fácilmente interpretable en fábrica y/o obra para su correcta ejecución. Las funciones que deberás desarrollar son: • Interpretar y estudiar los croquis, planos y documentación básica de los proyectos constructivos., • Digitalizar la información técnica y de las bases de trabajo., • Plasmar las ideas del arquitecto, ingeniero o jefe del proyecto, • Desarrollar los diferentes elementos (croquis, planos, figuras, etc.) que conforman la documentación gráfica de los proyectos., • Desarrollar las soluciones constructivas., • Elaborar y maquetar documentación gráfica tales como imágenes, renders y croquis para facilitar la comprensión del proyecto., • Elaborar documentación cruzada de levantamiento y la recogida de datos de edificaciones existentes o en construcción., • Colaborar en la aplicación de las normativas referidas a la legislación sobre construcciones., • Elaborar documentación con base de diseño paramétrico., • Preparar documentación detallada tipo para clientes externos de los sistemas constructivos. Requisitos: • FP Superior en Proyectos de Edificación., • Manejo de software de dibujo asistido por ordenador (CAD), en 2D y 3D. Requisitos valorables: • Conocimientos en diseño (estructuras, instalaciones)., • Experiencia en arquitectura modular., • Normativas actuales en materia de edificación., • Experiencia en sistemas industrializados, • Conocimiento de la madera como material constructivo

At ING we are looking for a Credit Risk Model Developer Your role and work environment: We are looking for a talented and enthusiastic Credit Risk Model Developer to join our Retail Credit Risk Team within ING Risk Domain. The responsibility of the Retail Credit Risk team is to oversight the risk in the Spanish Retail Lending portfolio during the whole credit lifecycle, and our way of working is 100% flexible, in small subject-expert areas, and with a continuous interaction with international teams. Your key responsibilities: As a Credit Risk Model Developer expert you will: Develop EAD, PD, LGD IRB and IFRS9 models for ING Spain retail portfolios of Mortgages and Consumer Lending, ensuring that all modelling activities align with regulatory expectations, internal governance standards, and business objectives. You will be involved in the credit risk models life cycle: data sourcing, model development, model documentation and support model validation, audit reviews (internal and external) and model implementation. You will play a critical role in the development of models, driving innovation in modelling practices. ING Spain is developing locally this new capability, responsible for regulatory model development end-to-end, you will have the chance to build the success of the team, with the support of other colleagues, ING Group in Amsterdam and the Risk Hub center of expertise in Poland. ING is going through a growth phase in Spain, and models play a key role to support the growth. You will be one of the key factors in making that happen. What are we looking for? Want to know if this job is made for you? These are some of the qualities that we value the most for this role. And if the shoe fits… don’t hesitate to apply! • Bachelor’s degree or equivalent in Economics, Statistics, Maths or similar quantitative field., • +2-5 years of quantitative Risk models development experience., • Excellent knowledge of statistics and/or mathematics, as well as programming in SAS and SQL. Knowledge of databases, data preparation, data modelling and data quality controls., • Have extensive knowledge of IRB and IFRS 9 models. Good understanding and interpretation of regulatory credit risk policies, attention to detail and accuracy., • Have an ability to identify problems, analyze key information and make connections, in order to find pragmatic and feasible solutions., • We will also value knowledge and experience in a) machine learning techniques, b) programming in Python, c) in other types of risk models (e.g. credit decision models for acceptance, prepayment models) and d) experience in being a sparring partner/advisor to Senior Management., • Fluent English and Spanish language skills., • Availability for occasional travels to attend training or meetings in other ING locations. What do we offer? The time you spend at work, the challenges you face or the lessons you get are very important, but… What about your personal life? At ING we want your work to fulfill you in every way, and that is why we take care of even the smallest details. Check out what is waiting for you! Be flexible my friend. Our model is all about flexibility and accountability. Keeping both our customers and our colleagues’ needs in mind, you determine together which days you work at home and which you come to ING MAD to offer your best self. Do your thing. Restaurant card. So that thinking about what to have for lunch doesn’t take up your time or your cravings. Our house will be your home. In our offices you can find electric mobility solutions, doctor, hairdresser, gym, The Good Service (to help you with your errands) and much more! Health insurance. For you and all your family (spouse/partner and children). Life insurance. We help you protect what matters most to you. Flexible remuneration. In addition, you will enjoy our flexible remuneration model, through a more tax-advantaged way, you will be able to access other services such as nursery, transport card, training aids… Free company shuttle. It doesn't matter where you live. We have 6 routes (North, Central, South, A5, A42 and A6) to get you to our ING office in Madrid comfortably. Banking benefits. Special loans with more beneficial conditions. Special mortgage conditions after 6 months working at the bank. And you can benefit from our pension plan after 1 month with us! More vitality and more belonging 360º care of the employee (physical, mental, social connection & purpose). Physiotherapy service on site. Clinics with professional, world-class athletes. Gympass service. Employee Networks: Rainbow Lions (LGBTQI+), Leonas & RIÑG. International Remote work program.

En QUANT AI LAB, seguimos innovando en la creación de soluciones avanzadas en inteligencia artificial y modelización matemática. Estamos buscando un Java Developer - Mathematical Models para unirse a nuestro equipo de élite y colaborar en proyectos estratégicos junto a nuestros partners, optimizando procesos críticos mediante modelos matemáticos avanzados. Unirte a QUANT AI LAB significa trabajar en un entorno de excelencia técnica, dinámico y enfocado en la creación de soluciones personalizadas para nuestros clientes internacionales. Funciones principales: • Codificación de modelos matemáticos y de optimización en Java y Python., • Programación Java: mantenimiento de código, nuevas funcionalidades/desarrollos o mejoras., • Análisis de algoritmos, diseño de soluciones eficientes y enfoque de implementación., • Colaboración activa en el diseño y desarrollo de soluciones innovadoras., • Identificación de nuevas tecnologías y tendencias para ofrecer la máxima calidad y eficiencia., • Desarrollar y ejecutar pruebas unitarias e integraciones sobre los modelos matemáticos utilizando bases de datos reales, garantizando su precisión y robustez., • Ejecutar consultas y gestionar bases de datos SQL para obtener y preparar datos de prueba de alta calidad., • Mantener altos estándares de calidad y buenas prácticas de desarrollo, incluyendo Clean Code, para asegurar la sostenibilidad y eficiencia del código., • Colaborar con equipos multidisciplinarios para entender y resolver los retos específicos del cliente mediante soluciones matemáticas innovadoras., • Proactividad y resolución de problemas. Requisitos: Formación académica: • Grado en Matemáticas, Física, Ingeniería u otra disciplina técnica relacionada., • Máster en Data Science, Optimización Matemática o Modelos Matemáticos (deseable). Se valorará muy positivamente el doctorado. Experiencia profesional: • Al menos 2 años de experiencia desarrollando e implementando modelos matemáticos en entornos empresariales., • Experiencia práctica trabajando con Python y Java para desarrollo y despliegue de modelos., • Experiencia ejecutando consultas y manipulando grandes bases de datos con SQL. Habilidades técnicas: • Sólidos conocimientos en optimización matemática, análisis estadístico y modelización., • Experiencia en desarrollo de código bajo estándares de calidad como Clean Code., • Familiaridad con procesos de pruebas unitarias e integración para garantizar la precisión de los modelos., • Buen manejo de inglés, tanto hablado como escrito. Qué ofrecemos: • Colaboración estratégica: Trabajarás con partners de primer nivel, desarrollando soluciones críticas para optimizar procesos clave., • Entorno de excelencia: Únete a un equipo técnico de alto nivel enfocado en la innovación y el impacto., • Crecimiento profesional: Oportunidades para expandir tus conocimientos en modelización matemática y Data Science., • Condiciones atractivas: Contrato indefinido, salario competitivo y un ambiente de trabajo inclusivo y dinámico., • Cultura colaborativa: Participa en proyectos desafiantes y colabora en un equipo multidisciplinario y motivador. Si tienes experiencia y pasión por desarrollar modelos matemáticos avanzados que generen impacto real en entornos empresariales, ¡esperamos conocerte pronto en QUANT AI LAB!

Sobre la Empresa Somos expertos en producción de eventos y vamos a ampliar nuestro equipo. Sobre el Rol Buscamos un/a productor/a de eventos. Responsabilidades • Realización de visitas técnicas de prospección de espacio., • Realización y seguimiento de presupuestos., • Gestión de proveedores (búsqueda, trato y negociación)., • Elaboración del timing del montaje/evento., • Gestión del equipo de montaje y desmontaje. Requisitos • Experiencia en puesto de similares características de, al menos, 2 años., • Facilidad de trabajo con plazos de tiempo breves., • Gran capacidad organizativa y de organización para gestionar varias actividades y proyectos al tiempo., • Soltura en el trabajo con medidas, dibujos a escala, cálculo de superficies, etc. (manejo de SketchUp). Te ofrecemos Contratación estable en jornada completa. Ser parte de nuestro proyecto de empresa, con una posición clave dentro del equipo.

Deep Learning Engineer – Model Compression - Fixed Term contract - LLMs / GenAI Are you passionate about pushing the boundaries of AI? Join our client and help design, train, and optimize cutting-edge deep learning models, including LLMs and computer vision architectures. In this role, you will apply advanced model compression techniques such as pruning, distillation, quantization, and low-rank factorization to make large-scale AI models faster, smaller, and more efficient. These are fixed term contracts, initially until June 2026. You will be required onsite in Madrid 3 days per week and will receive a base salary, plus bonus and retention bonus (and relocation assistance if required) What you’ll do: • Lead end-to-end model training, from dataset design to architecture and evaluation, • Apply state-of-the-art model compression strategies across GPU, CPU, and edge devices, • Fine-tune and adapt LLMs for domain-specific tasks, • Build scalable, reproducible ML pipelines and optimize models for deployment, • Conduct experiments, ablations, and error analysis to improve model performance What we’re looking for: • Master’s or PhD in Computer Science, Machine Learning, Electrical Engineering, or related field, • 3+ years hands-on experience training deep learning models from scratch, • Strong expertise in model compression (pruning, distillation, quantization, low-rank factorization), • Proficiency with Python, PyTorch, and modern ML stacks (HuggingFace Transformers, Lightning, DeepSpeed, Accelerate, or NeMo), • Experience with CV or LLM model development and large-scale distributed training Why join us: • Work on pioneering AI and quantum technologies, • Shape the future of LLMs and computer vision models, • Collaborate with a highly skilled, cross-functional team, • Hybrid work model with flexibility across Barcelona, Madrid, or Zaragoza If you’re ready to make a real impact in AI and model optimization, we’d love to hear from you. In accordance with local employment laws, applicants must have current, valid authorisation to work in Spain at the time of application. We are unable to sponsor employment visas for this role. Applications from individuals without existing work authorisation for Spain cannot be considered. If this sounds interesting and you'd like to learn more, click the link below to apply or email me with a copy of your CV on By applying to this role you understand that we may collect your personal data and store and process it on our systems. For more information please see our Privacy Notice (___)

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.

En Duagon, ofrecemos servicios de ingeniería especializados en el desarrollo y ejecución de proyectos tecnológicos en sectores de todo tipo. Con más de 1.000 profesionales y presencia global en todos los continentes, acompañamos a nuestros clientes en todas las fases del ciclo de vida del proyecto: desde la concepción y el diseño, hasta la implementación, validación y soporte. Nuestra experiencia abarca un amplio espectro de disciplinas de ingeniería e IT, lo que nos permite aportar soluciones innovadoras y adaptadas a los retos técnicos más exigentes. En Duagon Iberia estamos buscando un Modelador AVEVA E3D para que se una a nuestro equipo y participar en nuestros proyectos del sector ingeniería. Requisitos: • Experiencia mínima de 2-3 años en diseño mecánico de proyectos industriales., • Experiencia demostrable en modelado de tuberías 3D en plantas industriales: diseño de tuberías, diseño de soportes, equipos, estructuras... extracción de Planos en 2D: isométricos de tuberías, soportes..., • Manejo de E3D Funciones: • Modelar tuberías, equipos, soportes y estructuras en AVEVA E3D para proyectos offshore y plantas industriales., • Desarrollar modelos 3D detallados de módulos, racks, skids y áreas mecánicas garantizando exactitud constructiva., • Extraer planos 2D desde el modelo E3D, incluyendo isométricos, ortogonales, secciones, soportes y listas de materiales (MTO)., • Coordinar el modelo con otras disciplinas (mecánica, estructuras, electricidad, HVAC), asegurando compatibilidad y evitando interferencias., • Realizar clash detection y resolución de interferencias utilizando AVEVA E3D o herramientas asociadas. Qué ofrecemos: Contrato indefinido con un paquete importante de salario flexible (tickets restaurante, cheque guardería, seguro médico...). Modalidad Híbrida en las oficinas de Madrid o Bilbao. Flexibilidad laboral (horario, vacaciones…). Carrera profesional con oportunidades de promoción. Actividades de Team building (BBQ, torneos de pádel…). La estabilidad del sector con proyectos nacionales e internacionales. En Duagon Iberia podrás desarrollar tu carrera en función de tus aspiraciones, crecer con nosotros y participar en nuestras interesantes iniciativas de conciliación mediante la modalidad híbrida de trabajo, formación continua y remuneración atractiva. Si quieres saber más, visítanos en