Senior Quantitative Treasury & ALM Risk Analyst

📋 Description

• Develop quantitative risk models: liquidity risk, VaR99, correlations.
• Simulate balance sheet evolution and multi-entity, multi-currency hedging.
• Map interest rate risk via DV01 analysis and automate hedging.
• IFRS valuation and delta attribution linking market impacts to revenue.
• Refactor and optimize code with Python and SQL.
• Assist in pricing and revenue optimization; document findings for the team.

🎯 Requirements

• 5+ years in quantitative analysis or programming.
• Proficient in Python (NumPy, Pandas) and SQL.
• Experience in quantitative finance or data analysis a plus.
• Strong passion for quantitative finance and math.
• Analytical, problem-solving with clear communication.
• English fluency (written and spoken).

🎁 Benefits

• Competitive starting salary and annual discretionary bonus.
• Dedicated mentorship from experienced managers.
• Cutting-edge technology and tailor-made tools.
• Clear, accelerated career progression paths.
• Dynamic and supportive culture.
• Generous benefits package with health and social benefits.