Experteer Overview
Todas las habilidades, cualificaciones y experiencia relevantes que necesitará un candidato seleccionado se enumeran en la siguiente descripción.
In this Senior role, you will develop and implement advanced quantitative risk models to support liquidity, market and interest-rate risk management. You’ll work within the Quantitative Treasury/ALM team to shape hedging strategies and balance sheet evolution across multiple entities and currencies. You’ll translate complex analytics into actionable insights for revenue and risk stakeholders, using modern tech to optimize processes. Join a dynamic fintech that blends startup agility with established resources to accelerate integral growth.
Compensaciones / Beneficios
• Develop and implement advanced quantitative risk models (liquidity risk simulations, VaR99, portfolio correlation)
• Simulate balance sheet evolution and design multi-entity, multi-currency hedging strategies
• Map interest rate risk via DV01 analysis and automate hedging approaches
• Contribute to IFRS valuation and delta attribution linking market moves to revenue
• Refactor and optimize code in Python and SQL
• Analyze pricing and revenue optimization strategies
• Document and present quantitative findings to the team
• Brainstorm ideas to innovate existing processes
Responsabilidades
• +5 years 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
• Analytical and problem-solving skills
• Strong communication, documentation and presentation abilities
• Curiosity xqbhyrx and willingness to learn complex financial concepts
• Ability to collaborate effectively in a team
• Fluent English (written and spoken)
• Open to diverse academic backgrounds with interest in quantitative finance and risk modelling
Requisitos principales
• competitive starting salary with discretionary bonus
• mento
📌 Senior Quantitative Treasury (Madrid)
🏢 Ebury
📍 Madrid