Senior Quantitative Treasury & ALM Risk Analyst

Ebury Group; Málaga; Hybrid; EUR 70,000 - 110,000; Full time

Benefits offered by this job

Mentorship

Discretionary bonus

Career progression

Culture & teamwork

Benefits package

Central Malaga Office

Job summary

Ebury Group in Málaga offers a hybrid role in a dynamic fintech team focused on quantitative treasury risk modelling and analytics. The role develops advanced models, hedging strategies, and IFRS and delta attribution projects with modern Python/SQL tooling.

We value creativity, collaboration, and clear communication as you contribute to a fast-growing global platform while working 4 days in the Malaga office and 1 day from home weekly.

Qualifications

• +5 years of experience in quantitative analysis or programming.
• Proficiency in Python and SQL.
• Experience in quantitative finance or data analysis would be a plus.
• Strong passion for quantitative financial mathematics and analysis.

Responsibilities

• 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 and automate hedging approaches.
• Contribute to IFRS valuation and delta attribution projects linking market impacts to revenue.
• Refactor and optimize code using Python and SQL.
• Assist in pricing and revenue optimization analyses.
• Document and present quantitative findings to the team.
• Brainstorm to improve current processes.

Skills

Quantitative analysis

Analytical thinking

Communication

Teamwork

Problem solving

Creativity

Curiosity & learning

Tools

Python

SQL

Job description

Ebury Group in Málaga offers a hybrid role in a dynamic fintech team focused on quantitative treasury risk modelling and analytics. The role develops advanced models, hedging strategies, and IFRS and delta attribution projects with modern Python/SQL tooling.

We value creativity, collaboration, and clear communication as you contribute to a fast-growing global platform while working 4 days in the Malaga office and 1 day from home weekly.