Senior Quantitative Treasury & ALM Risk

📋 Description

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

🎯 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 mathematics
• Analytical and problem-solving skills
• Excellent communication, documentation and presentation skills in English

🎁 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 excellent transport links