Senior Quantitative Treasury & ALM Risk

Experteer Overview
Desplácese hacia abajo para ver todos los requisitos del puesto y las responsabilidades que pueden esperar los candidatos seleccionados.
In this role you will develop and implement advanced quantitative risk models to support liquidity risk, hedging, and balance sheet evolution. You will work within the Quantitative Treasury/ALM team to innovate and optimize risk analytics that drive revenue and financial stability. You will translate complex models into actionable insights for cross-functional stakeholders and contribute to IFRS valuation efforts. This position offers a blend of hands-on coding, mathematical analysis, and collaboration in a fast-growing fintech environment.
Compensaciones / Beneficios
• Develop and implement quantitative risk models (liquidity risk simulations, VaR99, portfolio correlation)
• Simulate balance sheet evolution and multi-entity, multi-currency hedging strategies
• Map interest rate risk via DV01 analysis and automate...