Experteer Overview In this role, you will help build and implement advanced quantitative risk models for treasury and ALM, shaping liquidity risk and hedging strategies. You will work within a cross-functional Quantitative Treasury/ALM team to model balance sheet evolution and multi-currency hedges, translating market moves into revenue impact. You’ll automate and refine risk analytics, contribute to IFRS-related valuation work, and help optimize pricing and strategies. This is a hands-on, impact-focused position in a fast-paced fintech environment that values collaboration and innovation.Compensaciones / Ventajas
- Develop and implement 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 processes
- Contribute to IFRS valuation and delta attribution projects linking market impacts 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 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
- Strong interest in quantitative financial mathematics and analysis
- Creative and innovative thinking with a challenger mindset
- Analytical, problem-solving, and effective communication skills
- Ability to work well in a collaborative team; fluent English (writtenand spoken)
- Open to diverse academic backgrounds with demonstrated interest in quantitative finance and risk modelingRequisitos principales
- Competitive starting salary
- annual discretionary bonus
- dedicated mentorship
- cutting-edge technology
- clear career progression
- dynamic u0026 supportive culture