Senior Quantitative Treasury & ALM Risk

Ebury Group; Madrid; On-site; EUR 70,000 - 100,000; Full time

Benefits offered by this job

Competitive salary

Annual discretionary bonus

Dedicated mentorship

Central Madrid Office

Hybrid work

Job summary

Ebury Group in Madrid is seeking a Senior Quantitative Treasury/ALM Risk Modelling & Analytics professional to lead advanced risk models and hedging strategies. You will work on liquidity risk simulations, VaR calculations, and multi‑currency scenarios in a hybrid office setup.

Ideal candidates bring 5+ years of quantitative analysis or programming, strong Python/SQL skills, and a passion for quantitative finance. English communication is essential in our collaborative team.

Qualifications

• +5 years of experience in quantitative analysis or programming.
• Proficiency in Python (NumPy, Pandas) and SQL.
• Experience in quantitative finance or data analysis is a plus.
• Strong passion for quantitative financial mathematics and analysis.
• Creative, innovative thinking and ability to challenge methodologies.
• Analytical and problem‑solving skills.
• Clear written and spoken English communication.
• Curiosity and drive to learn complex financial concepts.

Responsibilities

• Assist in developing and implementing advanced quantitative risk models (liquidity risk, VaR99).
• Contribute to balance sheet simulations and multi‑currency hedging strategies.
• Support DV01 analysis and automation of hedging strategies.
• Participate in IFRS valuation and delta attribution projects.
• Refactor and optimise code using Python/SQL and document findings.
• Analyse pricing and revenue optimisation strategies and present results.
• Collaborate with the team and brainstorm process improvements.

Skills

Quantitative analysis

Programming experience

Communication

Team collaboration

Tools

Python

SQL

NumPy

Pandas

Job description

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.