Related skills
sql python pandas ifrs hedgingπ Description
- Develop advanced quantitative risk models (liquidity, VaR, hedging)
- Simulate balance sheet evolution and multi-entity, multi-currency hedging
- Map interest rate risk via DV01 analysis and automate hedging
- Contribute to IFRS valuation and delta attribution linking markets to revenue
- Refactor and optimize code with Python and SQL
- Support pricing and revenue optimization analyses
π― Requirements
- 5+ years of experience in quantitative analysis or programming
- Proficiency in Python (NumPy, Pandas) and SQL
- Experience in quantitative finance or data analysis is a plus
- Passion for quantitative finance and analysis
- Creative, innovative thinking to challenge methods
- Analytical and problem-solving skills
- Strong communication, documentation and presentation skills
- Fluent English, written and spoken
π Benefits
- Dedicated mentorship from experienced managers
- Cutting-edge technology and tailor-made tools
- Clear, accelerated career progression
- Dynamic and supportive culture
- Generous benefits package with healthcare and social benefits
- Central office with excellent transport links
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