Senior Quantitative Treasury & ALM Risk Analyst
Tasks
- Analyze pricing strategies
- Analyze revenue optimization strategies
- Automate hedging strategies
- Calculate VaR
- Conduct DV01 analysis
- Deliver delta attribution analysis
- Design multi entity multi currency hedging strategies
- Develop quantitative risk models
- Document quantitative findings
- Perform IFRS valuation
- Perform portfolio correlation analysis
- Present quantitative findings
- Query and optimize SQL workflows
- Refactor and optimize Python code
- Run liquidity risk simulations
- Simulate balance sheet evolution
Perks/Benefits
Skills/Tech-stack
DV01 | Data Analysis | Delta Attribution | Hedging | IFRS | Interest Rate | Interest Rate Risk | Liquidity Risk | NumPy | Pandas | Portfolio Correlation | Python | Quantitative Finance | SQL | Value-at-Risk
Education
N/A
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