We present the discovery and characterisation of a new transiting planet from Campaign 17 of the Kepler extended mission K2. The planet K2-292 b is a warm sub-Neptune on a 17-d orbit around a bright (V=9.9mag) solar-like G3 V star with a mass and radius of Ms=1.00+/-0.03M_{sun} and Rs=1.09+/-0.03R{sun} respectively. We model simultaneously the K2 photometry and CARMENES spectroscopic data and derive a radius of Rp=2.63-0.10+^+0.12^R_{earth} and mass of Mp=24.5-4.4_^+4.4^M_{earth}, yielding a mean density of 7.4-1.5_^+1.6^g/cm^3^, which makes it one of the densest sub-Neptune planets known to date. We also detect a linear trend in radial velocities of HD 119130 that suggests a long-period companion with a minimum mass on the order of 33M_{earth}_. If confirmed, it would support a formation scenario of K2-292 b by migration caused by Kozai-Lidov oscillations.