Ebury helps ambitious businesses unlock integral growth, and we take the same approach with our people. We encourage innovation and movement, collaboration and problem-solving, and foster an environment where everyone can feel they belong, are valued, supported and empowered to succeed. If you’re a collaborator who wants to help transform how businesses operate globally, get in touch
- we’d love to discuss how Ebury can accelerate your career so you can shape the future. Quantitative Treasury/ALM Risk Modelling & Analytics Treasury Ebury Leon 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 global 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 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. Why Ebury?
* Competitive Starting Salary with an annual discretionary bonus that truly rewards your performance from day one.
* Dedicated Mentorship: Learn directly from experienced managers who are invested in your success.
* Cutting-Edge Technology: Leverage state-of-the-art tailor made tools and systems that enable you to perform at your best.
* Clear, Accelerated Career Progression: Defined pathways to leadership and specialist roles within Ebury.
* Dynamic & Supportive Culture: Work in a collaborative environment where teamwork and personal growth are prioritized.
* Generous Benefits Package: Access competitive benefits tailored to your location, which typically include health care and social benefits.
* Central Leon Office: A fantastic location with excellent transport links. We believe in inclusion. We stand against discrimination in all forms and are against the intolerance of differences that makes us a modern and successful organisation. At Ebury, you can be whoever you want to be and still feel a sense of belonging no matter your story. We're committed to ensuring an inclusive and accessible recruitment process. Do you require any adjustments or accommodations to support you during the interview?

📌 Senior Quantitative Treasury (Castilla y León)
🏢 Ebury Group
📍 Castilla y León