Senior Quantitative Treasury/ALM Risk Modelling & Analytics – TreasuryEbury 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. 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

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