Quantitative Treasury & Alm Risk Analyst (León)

Quantitative Treasury/ALM Risk Modelling & Analytics Ebury Leon Office - Hybrid: 4 days in the office, 1 day working from home per week
What you'll do Assist in the development and implementation of advanced quantitative risk models, including liquidity risk simulations, Va R99 calculations, and portfolio correlation analysis.
Contribute to the simulation of balance sheet evolution and the development of multi-entity, multi-currency hedging strategies.
Support the mapping of interest rate risk through DV01 analysis and the automation of hedging strategies.
Participate in IFRS valuation and delta attribution projects, linking market impacts to revenue drivers.
Contribute to the refactoring and optimization of our code using Python and SQL.
Assist in the analysis of pricing and revenue optimization strategies.
Document and present quantitative findings to the team.
Brainstorm and contribute ideas to innovate current processes.
What you'll need 2 yea...