Senior Quantitative Treasury/ALM Risk Modelling & Analytics

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 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.
- 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?

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

#J-18808-Ljbffr

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