Senior Quantitative Treasury LM Risk

📋 Description

• Develop and implement advanced quantitative risk models (liquidity risk simulations, VaR99, portf.
• Simulate balance sheet evolution and multi-entity, multi-currency hedging.
• Map interest rate risk via DV01 analysis and automate hedging.
• Participate in IFRS valuation and delta attribution, linking to revenue drivers.
• Refactor and optimize code using Python and SQL.
• Assist pricing and revenue optimization analysis; document findings and present to the team.

🎯 Requirements

• +5 years of experience in quantitative analysis or programming.
• Proficiency in Python (NumPy, Pandas) and SQL.
• Experience in quantitative finance or data analysis is a plus.
• Strong passion for quantitative financial mathematics and analysis.
• Analytical, curious, creative, and collaborative; strong problem-solving skills.
• Excellent communication 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 paths.
• Dynamic and supportive culture focused on growth.
• Generous benefits package including health and social benefits.