Senior Quantitative Treasury & ALM Risk Analyst

Added
41 minutes ago
Type
Full time
Salary
Salary not provided

Related skills

sql python pandas ifrs hedging

πŸ“‹ 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

🎯 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

🎁 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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