Quantitative Treasury & ALM Risk Intern
Tasks
- Analyze interest rate risk DV01
- Analyze liquidity risk
- Automate hedging strategies
- Document and present quantitative findings
- Execute and monitor interest rate hedges
- Monitor daily liquidity report
- Optimize liquidity management
- Present daily key metrics
- Refactor daily operational code and reports
Perks/Benefits
Skills/Tech-stack
DV01 | NumPy | Pandas | Python | SQL
Education
Bachelor of Arts | Bachelor of Commerce | Bachelor of Engineering | Bachelor of Science | Master of Science
Roles
Regions
Countries
States
Cities
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