Senior Quantitative Treasury & ALM Risk

📋 Description

• Develop advanced quantitative risk models (liquidity, VaR99, correlations).
• Simulate balance sheet evolution and multi-entity, multi-currency hedging.
• Map interest rate risk with DV01 analysis and automate hedging.
• Contribute to IFRS valuation and delta attribution.
• Refactor and optimize code using Python and SQL.
• Present quantitative findings to the team.

🎯 Requirements

• +5 years of experience in quantitative analysis or programming.
• Python (NumPy, Pandas) and SQL proficiency.
• Experience in quantitative finance or data analysis a plus.
• Strong passion for quantitative financial mathematics.
• Analytical and problem-solving skills.
• Confident English communication, both written and spoken.

🎁 Benefits

• Competitive compensation with discretionary bonus.
• Dedicated mentorship from experienced managers.
• Cutting-edge tools and systems.
• Clear, accelerated career progression.
• Dynamic, supportive culture and collaboration.
• Generous benefits including health and social benefits.