Senior Quant Treasury & ALM Risk Analytics

Ebury Group; León; Híbrido; EUR 70.000 - 100.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Annual discretionary bonus

Mentorship

Career progression

Hybrid work in León

Descripción de la vacante

Ebury Group in León, Spain, invites a talented Quantitative Treasury/ALM Analyst to join our Treasury team. You will develop and implement advanced risk models, support multi-currency hedging, and help IFRS valuation and delta attribution efforts.

We value Python and SQL expertise, 5+ years in quantitative analysis, and a collaborative mindset. The role offers hybrid work (4 days in León, 1 day remote), mentorship, competitive pay and broad opportunities to shape innovative finance solutions.

Formación

• +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.

Responsabilidades

• 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.

Conocimientos

Quantitative analysis

Herramientas

Python

SQL

Descripción del empleo

Ebury Group in León, Spain, invites a talented Quantitative Treasury/ALM Analyst to join our Treasury team. You will develop and implement advanced risk models, support multi-currency hedging, and help IFRS valuation and delta attribution efforts.

We value Python and SQL expertise, 5+ years in quantitative analysis, and a collaborative mindset. The role offers hybrid work (4 days in León, 1 day remote), mentorship, competitive pay and broad opportunities to shape innovative finance solutions.