Experteer Overview In this role you will develop and implement advanced quantitative risk models to support liquidity risk, hedging, and balance sheet evolution. You will work within the Quantitative Treasury/ALM team to innovate and optimize risk analytics that drive revenue and financial stability. You will translate complex models into actionable insights for cross-functional stakeholders and contribute to IFRS valuation efforts. This position offers a blend of hands-on coding, mathematical analysis, and collaboration in a fast-growing fintech environment.Compensaciones / Ventajas
- Develop and implement quantitative risk models (liquidity risk simulations, VaR99, portfolio correlation)
- Simulate balance sheet evolution and multi-entity, multi-currency hedging strategies
- Map interest rate risk via DV01 analysis and automate hedging processes
- Contribute to IFRS valuation and delta attribution projects linking market impacts to revenue drivers
- Refactor and optimize code using Python and SQL
- Analyze pricing and revenue optimization strategies
- Document and present quantitative findings to the team
- Brainstorm and contribute ideas to improve current processesResponsabilidades
- +5 years of experience in quantitative analysis or programming
- Proficiency in Python (NumPy, Pandas) and SQL
- Experience in quantitative finance or data analysis is a plus
- Strong passion for quantitative financial mathematics and analysis
- Creative and innovative thinking to challenge methodologies
- Analytical and problem-solving skills
- Good communication, documentation, and presentation skills
- Curiosity and willingness to learn complex financial concepts
- Ability to work effectively in a collaborative team
- Fluent English communication (written and spoken)
- Open to diverse academic backgrounds with aptitude for quantitative finance and risk modelingRequisitos principales
- Competitive starting salary
- annual discretionary bonus
- mentorship
- cutting-edge technology
- clear career progression
- dynamic u0026 supportive culture
📌 Senior Quantitative Treasury & Alm Risk (Málaga)
🏢 Ebury
📍 Málaga