Senior Quantitative Treasury & ALM Risk Analyst

Added
less than a minute ago
Type
Full time
Salary
Salary not provided

Related skills

sql python pandas numpy var

πŸ“‹ Description

  • Develop and implement quantitative risk models (liquidity, VaR99, correlations).
  • Simulate balance sheet evolution; multi-entity, multi-currency hedging.
  • Map interest rate risk via DV01 analysis; automate hedging.
  • IFRS valuation and delta attribution; link market impacts to revenue.
  • Refactor and optimize code using Python and SQL.
  • Analyze pricing and revenue optimization strategies.

🎯 Requirements

  • +5 years in quantitative analysis or programming.
  • Proficiency in Python (NumPy, Pandas) and SQL.
  • Strong passion for quantitative financial mathematics.
  • Analytical and problem-solving skills; collaborative mindset.
  • Excellent communication, documentation and presentation skills.
  • English communication (written and spoken).

🎁 Benefits

  • Competitive starting salary with annual discretionary bonus.
  • Dedicated mentorship from experienced managers.
  • Cutting-edge technology and tailor-made tools.
  • Clear pathways to leadership and specialist roles.
  • Dynamic, supportive culture and teamwork.
  • Generous benefits tailored to your location.
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