Senior Quantitative Treasury & ALM Risk Analyst
Tasks
- Analyze portfolio correlations
- Analyze pricing strategies
- Analyze revenue optimization strategies
- Automate hedging strategy workflows
- Build multi entity multi currency hedging strategies
- Calculate Value-at-Risk
- Conduct IFRS valuation
- Develop quantitative risk models
- Document quantitative findings
- Perform DV01 interest rate risk analysis
- Perform delta attribution analysis
- Present quantitative findings
- Refactor and optimize Python code
- Run liquidity risk simulations
- Simulate balance sheet evolution
- Write and optimize SQL queries
Perks/Benefits
Skills/Tech-stack
DV01 | Delta Attribution | IFRS | NumPy | Pandas | Python | SQL | Value-at-Risk
Education
N/A
Related jobs
-
Business Analysis | Data Analysis | Excel | Google Sheets | Key Performance IndicatorsBirthday off | Career development plan | Flexible office location | Paid time offEntry-level Full TimeMadrid, Spain1d ago
-
Data Analyst - Fincrime Reporting EUR 43K-56KAnomaly Detection | Cloud BigQuery | Customer risk scoring | DBT | Data ModelingAnnual leave plus birthday off | Gympass | Hybrid work model | Language courses | Private health insuranceMid-level Full TimeMadrid; Málaga R1d ago
-
Data Analyst Intern EUR 27K-30KA/B | A/B Testing | B testing | Data Visualization | ExcelEnhanced parental leave | Extra time off | Food discounts | Glovo credit | Gym membership discountsEntry-level InternshipBarcelona, Spain R1d ago
-
Data Analyst (All Genders) EUR 42K-47KA/B | A/B Testing | Adobe Analytics | B testing | DashboardingBike leasing | Hybrid working | Option to work abroad | Product discount | Subsidised transportMid-level Full TimeMadrid, Spain1d ago
-
Excel | MS Office | Microstrategy | Python | SQLEntry-level Full TimeMadrid, Spain1d ago
-
Business Analytics Specialist EUR 36K-51KAI | CRM | Data Visualization | Database Concepts | ForecastingMid-level Full TimeMadrid, MD, Spain2d ago
-
Business Analytics | Dashboarding | Data Analysis | Performance Management | Power BI40-hour week | Hybrid work | Monday to Friday | Project extension opportunityMid-level Full TimeBarcelona, Spain2d ago
-
Data Analyst (Fulfilment) EUR 45K-51KBigQuery | DBT | Dashboarding | Data Analysis | Data ModelingFlexible working hours | Growth and learning opportunities | Remote work | Unlimited holiday allowance | Vibrant company cultureMid-level Full TimeRemote - European timezone R2d ago
-
A/B | A/B Testing | B testing | BigQuery | Causal InferenceEquity | Hackathons | Learning budget | Remote-first | Team offsitesMid-level Full TimeSpain R2d ago
-
Data Analyst (CP4D) EUR 35K-42KCognos Analytics | Dashboards | Data Modeling | Data Visualization | Data cleaningBenefits bonus | Flexible work hours | Life insurance | Nature activities | Personal development supportMid-level Full TimeMADRID, Spain R2d ago
-
Especialista Gobierno del Dato - Data Governance EUR 30K-36KDAMA | DCAM | Data Catalog | Data Governance | Data LakesFlexible compensation | Flexible hours | Health insurance | Hybrid work | Pension planMid-level Full TimeMadrid Cristalia, Spain2d ago
-
HR Analytics & Total Rewards EUR 24K-28KCompensation Analysis | Compensation benchmarking | Dashboards | Data Quality | Data VisualizationCultural and sports activities | Flexible compensation plan | Flexible work hours | Health and wellness program | Hybrid work modelMid-level Full TimeMadrid, ES R2d ago
-
Senior Quantitative Treasury & ALM Risk Analyst EUR 48K-60KDV01 | Data Analysis | Delta Attribution | Hedging | IFRSHealth care | Hybrid work | Mentorship | Social benefitsSenior-level Full TimeMadrid3d ago
-
Data Analysis | Data Quality | ERM | Fraud Detection | Machine LearningCompany share program | EDGE time | Flexible hybrid working | Healthcare allowance | Home office setup budgetSenior-level Full TimeCzechia; Spain; United Kingdom R3d ago
-
Junior Data Analyst EUR 30K-36KDashboarding | Data Analysis | Data Modeling | Excel | MathematicsHybrid work | Work-life balanceEntry-level Full TimeESP Madrid- 39 hours, Spain3d ago
-
Product Data Analyst GBP 60K-62KA/B | A/B Testing | B testing | BigQuery | Causal Inference401k match | Course budget | Dental coverage | HSA | Health insuranceMid-level Full TimeEurope3d ago
-
A/B | A/B Testing | Amazon Redshift | Amplitude | Attribution Modeling25 days PTO | Dog-friendly office | Flexible work hours | Grab snacks fresh fruit | Gym membershipSenior-level Full TimeBarcelona R4d ago
-
AI Prompting | Artificial Intelligence | Data Validation | Databricks | ETLAgile squad participation | Career development | Continuous learning | Flexible working arrangements | Fully remoteSenior-level Full TimeSpain R4d ago
-
Data & Analytics Spec IV EUR 19K-19KCloud Computing | Credit Risk | Data Analysis | Data Pipelines | IFRS 9Childcare support | Dental insurance | Gym membership | Health insurance | Health programEntry-level Full TimeSANTANDER SEDE - 17 ANDAR, Brazil4d ago
-
Senior Data Analyst EUR 63K-90KA/B | A/B Testing | B testing | BigQuery | Data ModelingHybrid workSenior-level Full TimeES - Barcelona, Spain; ES - …6d ago
-
Senior Data Analyst EUR 60K-88KA/B | A/B Testing | B testing | Clustering | JupyterHealth insurance | Knowledge sharing | Learning and development | Training sessionsSenior-level Full TimeRemote, Spain R6d ago
-
Sr. Data Analyst, Growth GBP 91K-110KA/B | A/B Testing | Airflow | B testing | Causal InferenceRemote workSenior-level Full TimeUnited Kingdom R7d ago
-
Data Delivery Data Analyst EUR 38K-48KBusiness Process | Business Process Analysis | Data Modeling | Data Transformation | KPI DevelopmentFlexible working conditions | Gym membership discounts | Health insurance | Learning and development support | Life and accident insuranceMid-level Full TimeSant Cugat del Vallès, Spain, Barcelona7d ago
-
Junior Customer Data Analyst EUR 18K-18KBigQuery | CDP | CRM | Cloud platform | ConfluenceChildcare voucher | Employee discount | Flexible compensation | Flexible work hours | Gym accessEntry-level Full TimeEl Prat De Llobregat, ES, 8820 R7d ago
-
Business Analytics | Continuous Improvement | Cross-functional | Cross-functional leadership | Data VisualizationMid-level TemporaryBarcelona, Spain8d ago