Senior Quantitative Treasury & ALM Risk

Ebury Group; Madrid; Presencial; EUR 70.000 - 100.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Competitive salary

Annual discretionary bonus

Dedicated mentorship

Central Madrid Office

Hybrid work

Descripción de la vacante

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.

Formación

• +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.

Responsabilidades

• 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.

Conocimientos

Quantitative analysis

Programming experience

Communication

Team collaboration

Herramientas

Python

SQL

NumPy

Pandas

Descripción del empleo

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.