Quantitative Treasury & ALM Risk Analyst
Tasks
- Analyze pricing strategies
- Analyze revenue optimization strategies
- Automate hedging strategies
- Build multi entity multi currency hedging strategies
- Calculate VaR99
- Conduct DV01 analysis
- Develop quantitative risk models
- Document quantitative findings
- Execute delta attribution
- Map market impacts to revenue drivers
- Perform IFRS valuation
- Perform portfolio correlation analysis
- Present quantitative findings to stakeholders
- Refactor and optimize Python code
- Run liquidity risk simulations
- Simulate balance sheet evolution
- Write SQL queries and optimize data processing
Perks/Benefits
- Career progression
- Collaborative culture
- Health care benefits
- Hybrid work schedule
- Mentorship
- Social benefits
Skills/Tech-stack
At risk | DV01 | Data Analysis | Delta Attribution | Hedging Strategy | IFRS Valuation | Interest Rate | Interest Rate Risk | Liquidity Risk | NumPy | Pandas | Portfolio Correlation | Python | Quantitative Finance | Risk Modeling | SQL | Value-at-Risk
Education
N/A
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