Senior Quantitative Treasury/ALM Risk Modelling & Analytics

Obtenga más información sobre las tareas generales relacionadas con esta posibilidad a continuación, así como sobre las habilidades requeridas.
Ebury Madrid Office - Hybrid: 4 days in the office, 1 day working from home per week
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 and contribute ideas to innovate current processes.

What You’ll Need

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- +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

📌 Senior Quantitative Treasury (Madrid)
🏢 Ebury
📍 Madrid