Senior Quantitative Treasury & ALM Risk

📋 Description

• Assist in developing advanced quantitative risk models (liquidity risk, VaR99).
• Simulate balance sheet evolution and multi-entity, multi-currency hedging.
• Automate hedging strategies via DV01 analysis; map interest rate risk.
• Participate in IFRS valuation and delta attribution projects.
• Refactor/optimize code using Python and SQL; present findings.
• Support pricing and revenue optimization analyses; document results.

🎯 Requirements

• +5 years in quantitative analysis or programming.
• Proficiency in Python (NumPy, Pandas) and SQL.
• Quantitative finance or data analysis experience a plus.
• Strong mathematical and analytical mindset; collaborative, clear communication in English.
• Open to diverse backgrounds with interest in quantitative finance and risk modeling.

🎁 Benefits

• Competitive salary with annual discretionary bonus.
• Mentorship and access to cutting-edge tools.
• Clear career progression and collaborative culture.
• Generous benefits tailored to location and transport links.