Quantitative Treasury/ALM Risk Modelling & Analytics
Treasury

Ebury Malaga 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 integral 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.

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

📌 Senior Quantitative Treasury (Madrid)
🏢 ebury anz
📍 Madrid