Quantitative Treasury & ALM Risk Intern — Hybrid Madrid

ebury anz; Madrid; Híbrido; EUR 25.000 - 35.000; Jornada completa

Descripción de la vacante

Ebury Anz in Madrid seeks a Quantitative Treasury & ALM Risk Intern to work in a hybrid setup (4 days in office, 1 day from home). In this role, you'll take ownership of key operations and gain insights into global treasury management.

Your responsibilities include analyzing liquidity reports, executing interest rate hedges, and optimizing operational code using Python and SQL. Ideal candidates are final year students or recent graduates in quantitative disciplines with a strong interest in finance.

Formación

• Final year student or recent graduate in Mathematics, Physics, Engineering, Quantitative Finance, Statistics, or Finance.
• Demonstrable foundational knowledge in Python and SQL.
• Strong passion for quantitative financial mathematics.

Responsabilidades

• Take ownership of crucial Business As Usual (BAU) operations.
• Prepare and analyze the daily liquidity report.
• Assist in the execution and monitoring of interest rate hedges.
• Support the mapping of interest rate risk through DV01 analysis.
• Contribute to the optimization of daily operational code using Python and SQL.

Conocimientos

Python (NumPy, Pandas)

SQL

Quantitative financial mathematics

Analytical and problem-solving skills

Communication skills

Educación

Final year student or recent graduate in a quantitative discipline

Descripción del empleo

Ebury Anz in Madrid seeks a Quantitative Treasury & ALM Risk Intern to work in a hybrid setup (4 days in office, 1 day from home). In this role, you'll take ownership of key operations and gain insights into global treasury management.

Your responsibilities include analyzing liquidity reports, executing interest rate hedges, and optimizing operational code using Python and SQL. Ideal candidates are final year students or recent graduates in quantitative disciplines with a strong interest in finance.