Senior Quantitative Treasury & ALM Risk

Senior Quantitative Treasury/ALM Risk Modelling & Analytics – Treasury

¡Inscríbase sin demora! Se espera un gran volumen de solicitantes para el puesto que se detalla a continuación, no espere para enviar su CV.

Ebury is a dynamic fintech company and a leader in forex derivatives for hedging, offering sophisticated solutions to clients worldwide.

Ebury Madrid 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, VaR99 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 optimisation of our code using Python and SQL.
  
• Assist in the analysis of pricing and revenue optimisation strategies.
  
• Document and present quantitative findings to the team.
  
• Brainstorm and contribute ideas to innovate current processes.
  

What you’ll need

• 
  
• +5 years of experience in quantitative analysis or programming.
  
• Proficiency in Python (NumPy, Pandas) and SQL.
  
• 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 modelling.
  

Why Ebury?

• 
  
• Competitive Starting Salary with an annual discretionary bonus that truly rewards your performance from day one.
  
• Dedicated Mentorship: Learn directly from experienced managers who are invested in your success.
  
• Cutting‑Edge Technology: Leverage state‑of‑the‑art tailor‑made tools and systems that enable you to perform at your best.
  
• Clear, Accelerated Career Progression: Defined pathways to leadership and specialist roles within Ebury.
  
• Dynamic & Supportive Culture: Work in a collaborative environment where teamwork and personal growth are prioritised.
  
• Generous Benefits Package: Access competitive benefits tailored to your location, which typically include health care and social benefits.
  
• Central Madrid Office: A fantastic location with excellent transport links.
  

We believe in inclusion. xqbhyrx We stand against discrimination in all forms and are committed to fostering a modern and successful organisation where everyone can thrive regardless of their background.

#J-18808-Ljbffr