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 processes
Responsabilidades
• +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 (written and spoken)
• Open to diverse academic backgrounds with demonstrated interest in quantitative finance and risk modeling