Senior Quantitative Treasury/ALM Risk Modelling & Analytics – Treasury

Ebury 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 modelli

📌 Senior Quantitative Treasury (Madrid)
🏢 Ebury Group
📍 Madrid