Senior Quantitative Treasury & ALM Risk
Spain
Workplace: HybridFull timeFunction: Capital Markets, Trading & QuantExperience: 5+ yearsSkills: ["Analytical thinking","Problem-solving","Communication","Documentation","Collaboration"]Develop and implement quantitative treasury/ALM risk models, including liquidity risk simulations, VaR99 calculations, and portfolio correlation analysis. Support multi-entity, multi-currency hedging strategy simulation and balance sheet evolution. Map interest rate risk using DV01 analysis, automate hedging strategies, and contribute to IFRS valuation and delta attribution work. Refactor and optimize Python/SQL code, analyze pricing and revenue optimization strategies, and document results for the team.
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