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Ola @Pachem, welcome to 300Hours!
It’s certainly a big question, and it really depends on your career goals and ambition.
If you’re open to working in a different financial centre (or even in Madrid itself), and are focused on getting a job in finance and investment I think it’s a great qualification to go for. It’ll be an opportunity to improve your English too as CFA is conducted in English.
Taking the CFA or not depends on your career goals and motivation to succeed, and only you can decide whether it’s right for you or whether it’s “worth it”.
Here are 2 articles that you may find useful: