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.
Senior Quantitative Treasury/ALM Risk Modelling & Analytics
Treasury
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.
- Prof
📌 Senior Quantitative Treasury (Madrid)
🏢 Ebury
📍 Madrid