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 modelling.

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