Senior Quantitative Treasury & ALM Risk

Quantitative Treasury/ALM Risk Modelling & Analytics
¿Tiene su CV preparado? Si es así y confía en que este es el puesto ideal para usted, asegúrese de enviar su solicitud lo antes posible.

Location: Ebury Malaga Office – Hybrid: 4 days in the office, 1 day working from home per week.

What You’ll Do

• 
  
• Assist in the development and implementation of advanced quantitative risk models, including liquidity risk simulations, VaR99 calculations, and portfolio correlation analysis.
  
• Contribute to the simulation of balance sheet evolution and the development of multi-entity, multi-currency hedging strategies.
  
• Support the mapping of interest rate risk through DV01 analysis and the automation of hedging strategies.
  
• Participate in IFRS valuation and delta attribution projects, linking market impacts to revenue drivers.
  
• Contribute to the refactoring and optimization of our code using Python and SQL.
  
• A...