Senior Quantitative Treasury & ALM Risk — Analytics

Ebury Group; Madrid; Híbrido; 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

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.