Experteer Overview
In this senior role, you will build and implement advanced quantitative risk models for treasury and ALM, shaping hedging and liquidity strategies. You’ll work within a cross‑functional team to translate models into actionable insights for revenue and risk. The position blends innovation with practical risk management in a fast‑growing fintech environment. You’ll partner with managers to accelerate growth and improve financial stability.
Compensaciones / Ventajas
• Develop and implement advanced quantitative risk models (liquidity risk simulations, VaR99, portfolio correlation)
• Model balance sheet evolution and multi-entity, multi-currency hedging strategies
• Analyze interest rate risk via DV01 and automate hedging workflows
• Contribute to IFRS valuation and delta attribution projects linking market moves to revenue
• Refactor and optimize code in Python and SQL
• Assist pricing and revenue optimization analysis
• Document and present quantitative findings to the team
• Brainstorm to innovate current processes
Responsabilidades
• +5 years of experience in quantitative analysis or programming
• Proficiency in Python (NumPy, Pandas) and SQL
• Experience in quantitative finance or data analysis (advantageous)
• Strong passion for quantitative financial mathematics
• Creative, innovative thinking with challenge-oriented mindset
• Analytical and problem-solving skills
• Clear communication and presentation abilities
• Curiosity and fast learning of complex financial concepts
• Collaborative, team-oriented, with fluent English (written and spoken)
• Open to diverse academic backgrounds with demonstrated interest in quantitative finance and risk modeling
Requisitos principales
• competitive starting salary with discretionary annual bonus
• mentorship by experienced managers
• state-of-the-art tools and systems
• clear career progression paths
• dynamic collaborative culture
• generous benefits package (healthcare, social benefits)
📌 Senior Quantitative Treasury & ALM Risk (Madrid)
🏢 Ebury
📍 Madrid