Senior Quantitative Treasury & ALM Risk Analyst
Tasks
- Analyze portfolio correlation
- Analyze pricing strategies
- Analyze revenue optimization strategies
- Automate hedging strategies
- Conduct DV01 analysis
- Design multi entity multi currency hedging strategies
- Develop quantitative risk models
- Document quantitative findings
- Perform VaR calculations
- Perform delta attribution analysis
- Present quantitative findings
- Refactor and optimize Python code
- Run liquidity risk simulations
- Simulate balance sheet evolution
- Support IFRS valuation
- Write and optimize SQL queries
Perks/Benefits
Skills/Tech-stack
DV01 | Delta Attribution | Hedging | IFRS | Interest Rate | Interest Rate Risk | Liquidity Risk | NumPy | Pandas | Python | Quantitative Finance | SQL | VAR
Education
N/A
Related jobs
-
Total Rewards & Analytics EUR 24K-28KCompensation Analysis | Data Quality | Data Visualization | Excel | Job evaluationCareer and learning development | Cultural and sports activities | Flexible compensation plan | Flexible work hours | Health and wellness programMid-level Full TimeMadrid, ES R10h ago
-
Power BI Developer and Data Analyst EUR 53K-53KAgile | Azure Blob | Azure Blob Storage | Azure Data | Azure Data FactoryMid-level Full TimeMadrid, Europe, Spain18h ago
-
Power BI Developer and Data Analyst EUR 55K-60KAgile | Azure Blob | Azure Blob Storage | Azure Data | Azure Data FactoryFlexible working hours | Work-life balanceMid-level Full TimeMadrid, Europe, Spain19h ago
-
Analytics Internship EUR 22K-37KGit | MATLAB | Python | R | SQLGym facilities | Hybrid work | Onsite hairdresser | Onsite physiotherapist | Social eventsEntry-level InternshipBarcelona, Spain20h ago
-
Senior Data Analyst, CRM - Monopoly GO! EUR 50K-57KA/B | A/B Testing | B testing | Behavior analytics | BigQuerySenior-level Full TimeES - Barcelona, Spain20h ago
-
Customer 360 | Customer Data | Customer Data Platform | DBT | Data ModelingFully remote workSenior-level Full TimeSpain R22h ago
-
Data Analyst I Logistics Global HQ EUR 30K-40KExcel | Google Sheets | Jupyter | Jupyter Notebook | JupyterLabEnhanced parental leave | Extra time off | Food discounts | Gym membership discount | Monthly creditMid-level Full TimeBarcelona, Spain R1d ago
-
Analytics Specialist (Operaciones) EUR 35K-36KAnalytics Cloud | Data Modeling | Databricks | Dimensional Modeling | KPI ManagementData-driven culture | Self service data access | Stakeholder collaborationSenior-level Full TimeBEASAIN, SS, ES1d ago
-
Analista MLOps / Consultor IA EUR 35K-40KAPIs | AWS | Airflow | Azure | CI/CDFlexible vacation system | Health insurance | Life insurance | Paid training | Performance Bonus BenefitsMid-level Full TimeMADRID, Spain R1d ago
-
Junior Data Analytics - Transaction Services EUR 28K-35KAlteryx | ChatGPT | Data Modeling | ETL | Power BIProfessional development | Supportive team environmentEntry-level Full TimeMadrid, ES, 280461d ago
-
Senior Data Analyst EUR 50K-84KCausal Inference | Data Preparation | Data Quality | Data Transformation | Data VisualizationAnnual performance bonus opportunities | Career development opportunities | Equity RSUs | Flexible PTO | Healthcare coverageSenior-level Full TimeMadrid, Spain2d ago
-
Data analytics | GenAI | Language Processing | Machine Learning | Natural LanguageFlexible work schedule | Hybrid work | International travel | Work-life balanceSenior-level Full TimeMadrid - Castellana, Spain R2d ago
-
Business Operations Data Analyst EUR 30K-45KBusiness Intelligence | Data Quality | Data analytics | Microsoft Excel | Office 365Application and interview accommodationsMid-level Full TimeMadrid, Comunidad de Madrid, Spain2d ago
-
Senior Data Analyst (CX) EUR 42K-70KAirflow | BigQuery | ClickHouse | DAG orchestration | Data VisualizationDevice provided | Employee stock options | Inclusive culture | Learning and growth opportunities | Relocation supportSenior-level Full TimeRemote/Spain R2d ago
-
Data Analyst EUR 42K-85KA/B | A/B Testing | B testing | DBT | LookerAdditional country based perks and benefits | Remote work flexibility | Stock grant opportunities dependent on role | WeWork access optionalMid-level Full TimeSpain R3d ago
-
Data Analyst EUR 12K-20KDBT | Looker | Python | R | SQLEnglish language resume requirement | In person work 3 days per week | Relocation supportMid-level Full TimeBarcelona R3d ago
-
HR Analytics Zamudio EUR 24K-40KDashboarding | Data Quality | Data Transformation | Data integration | ExcelDiversity and inclusion | Extended vacation period | Paid time off expansion | Training programsMid-level Full TimeZamudio-Vizcaya, ES, 481703d ago
-
Regulatory Reporting Data Analyst EUR 35K-40KAgile methodologies | Cause analysis | Data Analysis | Data Architecture | Data ModelingEmployee networks | Flexible remuneration | Free company shuttle | Gympass | Health insuranceSenior-level Full TimeMadrid (Vía de los Poblados), Spain R3d ago
-
Data Scientist_BO Public Sector_Madrid EUR 65K-65KAWS | Azure | CI/CD | Data Governance | Data ModelingMid-level Full TimeMadrid, ES3d ago
-
Data Specialist Associate/Analyst EUR 30K-30KApache Spark | Big Data | Data Quality | Data analytics | Data pipelineEntry-level Full TimeCIUDAD BBVA [00018800 BCO. BILBAO VIZCAYA …3d ago
-
Data Analyst EUR 34K-39KApache Spark | Azure Data | Azure Data Factory | Azure Databricks | Big DataCareer plan | Office in Madrid | Remote workEntry-level Full TimeMadrid, MD, Spain R5d ago
-
BI Analyst EUR 52K-68KAutomation | DBT | Dashboarding | Data Analysis | Data ModelingEducational lunch & learns | Hybrid work model | Lunch stipend | Paid vacation | Peer recognition programsMid-level Full TimeBarcelona, Spain6d ago
-
Business Intelligence | Classification | Data Pipelines | Data Quality | Data analyticsCareer growth opportunities | Flexible & Remote-First Culture | Fully remoteMid-level Full TimeSpain R6d ago
-
Senior Data Analyst - Treasury EUR 55K-66KALM | Artificial Intelligence | Capital Markets | Cash Management | DBTAnnual leave | Birthday day off | Flexible workplace | Gym membership | In-person off-sitesSenior-level Full TimeMálaga6d ago
-
Senior Data Analyst - Treasury EUR 55K-66KAI | Cloud platform | DBT | Dashboard Development | Data ModelingAnnual leave | Birthday off | Flexible workplace | Gympass | Language coursesSenior-level Full TimeMadrid6d ago