Senior Quantitative Treasury/ALM Risk Modelling & Analytics
Obtenga más información sobre las tareas generales relacionadas con esta ocasión a continuación, así como sobre las habilidades requeridas.
Ebury Madrid Office - Hybrid: 4 days in the office, 1 day working from home per week
What You’ll Do

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- 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

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- +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 modeling.

Why Ebury?

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- 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 prioritized.

- Generous Benefits Package: Access competitive benefits tailored to your location, which typically include health care and social benefits. xhfqzwm

- Central Madrid Office: A fantastic location with excellent transport links.

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📌 Senior Quantitative Treasury & Alm Risk (Madrid)
🏢 Ebury
📍 Madrid