Experteer Overview
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In this role you will develop and implement advanced quantitative risk models to support liquidity risk, hedging, and balance sheet evolution. You will work within the Quantitative Treasury/ALM team to innovate and optimize risk analytics that drive revenue and financial stability. You will translate complex models into actionable insights for cross-functional stakeholders and contribute to IFRS valuation efforts. This position offers a blend of hands-on coding, mathematical analysis, and collaboration in a fast-growing fintech environment.
Compensaciones / Beneficios
• Develop and implement quantitative risk models (liquidity risk simulations, VaR99, portfolio correlation)
• Simulate balance sheet evolution and multi-entity, multi-currency hedging strategies
• Map interest rate risk via DV01 analysis and automate...