Ebury helps ambitious businesses unlock global growth, and we take the same
approach with our people. We encourage innovation and movement, collaboration
and problem-solving, and foster an environment where everyone can feel they
belong, are valued, supported and empowered to succeed.
If you’re a collaborator who wants to help transform how businesses operate
globally, get in touch - we’d love to discuss how Ebury can accelerate your
career so you can shape the future.
Ebury Madrid Office - Hybrid: 4 days in the office, 1 day working from home per
week
Ebury is a dynamic fintech company at the forefront of financial innovation. As
a leader in forex derivatives for hedging, we provide sophisticated solutions to
our clients, ensuring financial stability and driving industry standards. With a
general presence, we offer a unique blend of start-up agility and established
company resources. Our Quantitative Treasury/ALM team is a hub of innovation,
where we don't just follow industry norms; we redefine them.
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 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
* +5 years of experience in quantitative analysis or programming.
* Pr
📌 Senior Quantitative Treasury (Madrid)
🏢 Ebury
📍 Madrid
Postulate a este anuncio
Muestra tus habilidades a la empresa, rellenar el formulario y deja un toque personal en la carta, ayudará el reclutador en la elección del candidato.