ALM Quant

Role Overview We are seeking a highly skilled Quantitative Analyst (ALM Quant) to design and implement the mathematical and computational foundation of our ALM solution on top of our engine. You will develop models, simulations, and optimization algorithms that help banks manage interest rate risk, liquidity, and capital under various market and regulatory scenarios. This is a hands-on role with huge influence on the technical DNA of our product.Key ResponsibilitiesDevelop and implement quantitative models for interest rate risk, liquidity forecasting, funds transfer pricing, and capital optimization.Design scenario analysis, stress testing, and stochastic simulations to support regulatory and management reporting.Work with the engineering team to translate mathematical models into scalable, performant code suitable for SaaS delivery.Collaborate with functional experts to validate model assumptions and ensure regulatory alignment.Stay on top of advancements in financial modeling, stochastic calculus, and numerical methods to continuously improve accuracy and efficiency.Build transparent model documentation and validation frameworks.QualificationsAdvanced degree (PhD or Master’s) in Quantitative Finance, Mathematics, Statistics, Economics, or related field.5+ years of quant modeling experience in ALM, treasury, or risk management at a bank, consultancy, or software vendor.Strong skills in stochastic modeling, Monte Carlo simulation, PDEs, time-series forecasting, and optimization methods.Programming experience in Python or Rust (bonus if you’ve built models in cloud-native or distributed environments). AI / Machine Leaning a plusFamiliarity with regulatory requirements for IRRBB, LCR/NSFR, and CCAR/DFAST modeling.Strong analytical mindset, attention to detail, and comfort working in a startup setting moving fast.