Asset Liability Management Analyst

JR Spain; Madrid; Presencial; EUR 30.000 - 55.000; Jornada completa

Descripción de la vacante

Una empresa FinTech de rápido crecimiento busca un Analista de Gestión de Activos y Pasivos en Madrid. El rol implica modelar y evaluar riesgos financieros, desarrollar estrategias de precios de productos e implementar herramientas analíticas utilizando Python y SQL. Se requiere experiencia de 2 a 5 años en un puesto similar y un grado en economía o una disciplina cuantitativa. Ebury ofrece un entorno diverso y colaborativo donde la inclusión es fundamental.

Formación

• 2 a 5 años de experiencia en un rol similar.
• Conocimiento de modelos de riesgo y cumplimiento de normas IFRS.
• Fuertes habilidades analíticas y de comunicación.

Responsabilidades

• Desarrollar modelos de riesgo y métricas de rendimiento.
• Realizar análisis de costo de transacciones en FX.
• Colaborar con el equipo de FP&A para pronósticos de liquidez.

Conocimientos

Modelado financiero

Python

SQL

Microsoft Excel

Comunicación

Educación

Grado en Economía o disciplina cuantitativa

Herramientas

Looker

Google Data Studio

Descripción del empleo

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Asset Liability Management Analyst, madrid

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Client:

Ebury

Location:

madrid, Spain

Job Category:

Other

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EU work permit required:

Yes

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Job Reference:

378376073344398131232460

Job Views:

1

Posted:

23.07.2025

Expiry Date:

06.09.2025

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Job Description:

Ebury is a hyper-growth FinTech firm, named in 2021 as one of the top FinTech's to work for by Glassdoor and AltFi. We offer a range of products including FX risk management, trade finance, currency accounts, international payments and API integration.**Expected Areas of involvement**:**Risk Modelling**:- Conduct quantitative research with both financial risk modelling and statistical models to measure liquidity constraints and counterparty risk in FX derivatives and structured products.- Assist in developing and back-testing of Monte Carlo stochastic models for FX portfolio liquidity stress tests in Python.- Develop portfolio market risk and credit risk management models to assess portfolio risk tolerance and drive business decisions.- Evaluate and recommend effective financing and hedging strategies to limit portfolio exposure and liquidity risk.- Develop risk and performance metrics at both individual trade and portfolio levels.- Produce comprehensive liquidity reports to facilitate executive-level decision making on company liquidity reserve, capital financing and portfolio hedging strategies.- Build Python models and algorithms to streamline analytic functions such as calculation of mark to market for FX derivatives, portfolio sensitivity analysis, liquidity reports automation, etc.**Product Pricing and trading strategies**:- Build risk-based pricing models (e.g. liquidity risk, credit risk, swap risk, etc. - XVAs) to derive product minimum spreads.- Build statistical models to maximise product spreads by analysing corporate customers' financials, geographic data and historical hedging behaviour.- Quantify trading costs with different banks such as bid-ask spreads, swap costs and margin posting agreement.- Embed model calculations in either excel pricing tools or Google Data Studio dashboards for the front office.- Recommend strategies and pricing for structuring complex FX derivative products (e.g. Cross currency swap, options strucutures and deal-contingent forwards).- Identify portfolio Macro risk factors and promote beta neutral trading strategies.- Develop frameworks to evaluate the dealers' profitability and performances**Finance**:- Familiarity with International Financial Reporting Standards (IFRS - valuations of FX derivatives).- Assist the FP&A team with liquidity forecasts and budget preparation**Optimal skill set**:- Education: Economics or quantitative degree ideally with knowledge of financial modelling, accounting and econometrics.- IT skills: Microsoft Office Suite (Excel, PowerPoint) and Google Docs Editors Suite, Python, SQL.- Familiarity with BI tools such as Looker and Google Data Studio.- Communications: Strong written and oral skills, ability to explain modelling results to non-technical audiences.- 2 to 5 years of experience in a similar role or positionefc**About Us****Ebury is a FinTech success story, positioned among the fastest-growing international companies in its sector.**Founded in 2009, we are headquartered in London and have more than 1300 staff with a presence in more than 20 countries worldwide. Cultural diversity is part of what makes Ebury a special place to be. From Sao Paulo to Dubai, Bucharest to Toronto, we enjoy sharing team experiences and celebrating success across the Ebury family.Hard work pays off: in 2019, Ebury received a £350 million investment from Banco Santander and has won internationally recognised awards including Financial Times: 1000 Europe's Fastest-Growing Companies.None of this would have been possible without our proudest achievement: our great people. Enthusiastic, innovative and collaborative teams, always ready to disrupt and revolutionise the fast-paced FinTech sector.- We believe in inclusion. We stand against discrimination in all forms and have no tolerance for 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 because we want you and your uniqueness to help write our future._