Quantitative Treasury & ALM Risk Analyst

Tasks

• Analyze portfolio correlation
• Analyze pricing strategies
• Automate hedging strategy workflows
• Build multi entity multi currency hedging strategies
• Conduct liquidity risk simulations
• Develop quantitative risk models
• Document quantitative findings
• Execute delta attribution analysis
• Map interest rate risk using DV01
• Optimize revenue drivers
• Perform IFRS valuation
• Perform VaR calculations
• Present quantitative findings to stakeholders
• Refactor and optimize Python code
• Refactor and optimize analytics processes
• Simulate balance sheet evolution
• Write SQL queries for analytics

Perks/Benefits

• Career progression
• Collaborative culture
• Health care
• Hybrid work
• Mentorship
• Social benefits

Skills/Tech-stack

Balance Sheet Simulation | Balance sheet | Correlation Analysis | DV01 | Delta Attribution | Hedging Strategies | IFRS Valuation | Interest Rate | Interest Rate Risk | Liquidity Risk | Liquidity risk modeling | NumPy | Pandas | Python | Quantitative Finance | Risk Modeling | SQL | VAR