Hybrid Senior Quantitative Treasury & ALM Risk Analyst

Ebury; Málaga; Híbrido; EUR 70.000 - 110.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Competitive salary

Discretionary annual bonus

Mentorship

Cutting-edge technology

Descripción de la vacante

Ebury Malaga Office is seeking a Senior Quantitative Treasury/ALM Risk Analyst to spearhead advanced quantitative risk models, liquidity simulations, and hedging strategy development. The role emphasizes Python and SQL proficiency within a fast-paced fintech environment in Málaga.

The position offers a hybrid work arrangement (4 days in the office, 1 day from home) and opportunities to drive innovation, collaborate across teams, and shape risk analytics for a growing global client base.

Formación

• 5+ years of experience in quantitative analysis or programming.

Responsabilidades

• Develop and implement advanced quantitative risk models (liquidity risk simulations, VaR99, portfolio correlation).
• Simulate balance sheet evolution and multi-entity, multi-currency hedging strategies.
• Map interest rate risk via DV01 analysis and automate hedging.
• Participate in IFRS valuation and delta attribution projects linking market impacts to revenue.
• Refactor and optimize code using Python and SQL.
• Analyze pricing and revenue optimization strategies.
• Document and present quantitative findings to the team.
• Brainstorm and contribute ideas to improve processes.

Conocimientos

Quantitative analysis

Analytical thinking

Python programming

SQL

Communication

Herramientas

Python (NumPy, Pandas)

SQL

Descripción del empleo

Ebury Malaga Office is seeking a Senior Quantitative Treasury/ALM Risk Analyst to spearhead advanced quantitative risk models, liquidity simulations, and hedging strategy development. The role emphasizes Python and SQL proficiency within a fast-paced fintech environment in Málaga.

The position offers a hybrid work arrangement (4 days in the office, 1 day from home) and opportunities to drive innovation, collaborate across teams, and shape risk analytics for a growing global client base.