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. 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 prioritised.
* Generous Benefits Package: Access competitive benefits tailored to your location, which typically include health care and social benefits.
* Central Madrid Office: A fantastic location with excellent transport links. We believe in inclusion. We stand against discrimination in all forms and are committed to fostering a modern and successful organisation where everyone can thrive regardless of their background.

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