Senior Quantitative Treasury & ALM Risk

📋 Description

• Develop quantitative risk models (liquidity risk, VaR99, correlations).
• Simulate balance sheet evolution and multi-currency hedging.
• Map interest rate risk via DV01 analysis and automate hedging.
• Support IFRS valuation and delta attribution.
• Refactor and optimize code with Python and SQL.
• Analyze pricing and revenue optimization; present findings.

🎯 Requirements

• 5+ years in quantitative analysis or programming.
• Proficiency in Python (NumPy, Pandas) and SQL.
• Experience in quantitative finance or data analysis (a plus).
• Strong passion for quantitative financial mathematics and analysis.
• Creative and innovative thinking; eager to challenge methods.
• Analytical and problem-solving skills; clear communication.

🎁 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.
• Generous benefits package including health care and social benefits.