Senior Quantitative Treasury/ALM Risk Modelling & Analytics – Treasury Inscríbase sin demora Se espera un gran volumen de solicitantes para el puesto que se detalla a continuación, no espere para enviar su CV. 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 candidate

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