Senior Quantitative Treasury & ALM Risk

📋 Description Develop advanced quantitative risk models (liquidity, VaR99, correlations). Simulate balance sheet evolution and multi-entity, multi-currency hedging. Map interest rate risk with DV01 analysis and automate hedging. Contribute to IFRS valuation and delta attribution. Refactor and optimize code using Python and SQL. Present quantitative findings to the team. 🎯 Requirements +5 years of experience in quantitative analysis or programming. Python (NumPy, Pandas) and SQL proficiency. Experience in quantitative finance or data analysis a plus. Strong passion for quantitative financial mathematics. Analytical and problem-solving skills. Confident English communication, both written and spoken. 🎁 Benefits Competitive compensation with discretionary bonus. Dedicated mentorship from experienced managers. Cutting-edge tools and systems. Clear, accelerated career progression. Dynamic, supportive culture and collaboration. Generous benefits including health and social benefits.