Senior Quantitative Treasury & ALM Risk Analyst

Added
2 hours ago
Type
Full time
Salary
Salary not provided

Related skills

sql python pandas ifrs hedging

📋 Description

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

🎯 Requirements

  • +5 years of experience in quantitative analysis or programming.
  • Proficiency in Python (NumPy, Pandas) and SQL.
  • Experience in quantitative finance or data analysis.
  • Strong passion for quantitative financial math and analysis.
  • Analytical, problem-solving, and clear English communication.
  • Open to diverse academic backgrounds with strong interest in quantitative finance.

🎁 Benefits

  • Competitive starting salary with annual discretionary bonus.
  • Dedicated mentorship from experienced managers.
  • Cutting-edge technology and tailor-made tools.
  • Clear, accelerated career progression pathways.
  • Dynamic and supportive culture focused on teamwork.
  • Central Malaga Office with excellent transport links.
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