Senior Quantitative Treasury & ALM Risk
HybridLeón, León Department, Nicaragua
Job Summary
Develop and implement advanced quantitative risk models, including liquidity risk simulations, VaR99 calculations, and portfolio correlation analysis. Contribute to balance sheet evolution simulations and multi-entity, multi-currency hedging strategies, while supporting interest rate risk mapping via DV01 analysis and hedging automation. Assist in IFRS valuation and delta attribution projects, refactoring code using Python and SQL, and analyze pricing and revenue optimization strategies. Document and present quantitative findings to the team and brainstorm ideas to innovate current processes. This role supports Ebury's Quantitative Treasury/ALM team, a hub of innovation within a global fintech leader in forex derivatives, offering competitive salary, mentorship, and accelerated career progression.
Required Qualifications
- +5 years of experience in quantitative analysis or programming
- Proficiency in Python (NumPy, Pandas) and SQL
Desired Qualifications
- Experience in quantitative finance or data analysis would be a plus
- A strong passion for quantitative financial mathematics and quantitative analysis
- Creative and innovative thinking, with a desire to challenge existing methodologies
- Analytical and problem-solving skills
- Communication, documentation and presentation skills with the ability to explain complex concepts clearly and concisely
- Curiosity and a drive to learn complex financial concepts
- Ability to work effectively in a collaborative team environment
- Confident communication in English, both written and spoken
- Open to candidates from diverse academic backgrounds, provided they demonstrate a strong interest and aptitude for quantitative finance and risk modeling
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