Ebury helps ambitious businesses unlock general 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.
Inscríbase sin demora Se espera un gran volumen de solicitantes para el puesto que se detalla a continuación, no espere para enviar su CV.
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 global 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
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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 a
📌 Senior Quantitative Treasury (Madrid)
🏢 ebury anz
📍 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.