Senior Quantitative Treasury & ALM Risk Analyst

Added
7 minutes ago
Type
Full time
Salary
Salary not provided

Related skills

sql python pandas numpy var

πŸ“‹ Description

  • Develop advanced quantitative risk models (liquidity risk, VaR, correlations)
  • Simulate balance sheet evolution and multi-entity, multi-currency hedging
  • Map interest rate risk via DV01 and automate hedging
  • IFRS valuation and delta attribution projects
  • Refactor and optimize code using Python and SQL
  • Analyze pricing and revenue optimization strategies

🎯 Requirements

  • +5 years in quantitative analysis or programming
  • Python (NumPy, Pandas) and SQL proficiency
  • Experience in quantitative finance or data analysis
  • Strong passion for quantitative financial mathematics
  • Creative and innovative thinker
  • Analytical and problem-solving skills

🎁 Benefits

  • Competitive starting salary with annual discretionary bonus
  • Dedicated mentorship from experienced managers
  • Cutting-edge technology and tailor-made tools
  • Clear, accelerated career progression
  • Dynamic and supportive culture
  • Central Madrid office with great transport links
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