Related skills
sql python pandas ifrs hedging📋 Description
- Develop and implement quantitative risk models (liquidity risk, VaR99, correlations).
- Simulate balance sheet evolution; develop multi-entity, multi-currency hedging.
- Map interest rate risk via DV01 analyses; automate hedging strategies.
- IFRS valuation and delta attribution projects; link market 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 mathematical/quantitative skills and problem solving.
- Excellent communication, documentation, and presentation skills.
- Fluent English; collaborative team player.
🎁 Benefits
- Competitive starting salary with annual discretionary bonus.
- Dedicated mentorship from experienced managers.
- Cutting-edge technology and tailor-made tools.
- Clear, accelerated career progression within Ebury.
- Dynamic and supportive culture with teamwork and growth.
- Central Leon office with excellent transport links.
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