Senior Quantitative Treasury & ALM Risk Modeller

Ebury; León; Híbrido; EUR 70.000 - 90.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Discretionary bonus

Mentorship

Cutting-edge tools

Career progression

Collaborative culture

Benefits package

Central Leon Office

Descripción de la vacante

Ebury Leon Office is hiring for a Quantitative Treasury/ALM Risk Modelling & Analytics role in a hybrid setup (4 days in office, 1 day WFH). Join a fintech leader in forex derivatives, driving innovation in risk models, liquidity simulations, and hedging strategies across multi-entity, multi-currency portfolios.

The team emphasizes collaboration, Python/SQL coding, and presentation of findings to stakeholders, with a generous benefits package and centralized León office access.

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 and innovative thinking; challenge existing methodologies.
• Analytical and problem-solving skills.
• Clear written and spoken English; able to explain complex concepts.
• Collaborative, with openness to diverse backgrounds.

Responsabilidades

• Assist in developing and implementing advanced quantitative risk models.
• Contribute to balance sheet evolution simulation and hedging strategies.
• Support mapping of interest rate risk via DV01 analysis and hedging automation.
• Participate in IFRS valuation and delta attribution projects.
• Refactor and optimize code using Python and SQL.
• Assist in pricing and revenue optimization analysis.
• Document and present quantitative findings to the team.
• Brainstorm and contribute ideas to improve current processes.

Conocimientos

Quantitative analysis

Problem-solving

Communication

Collaboration

Herramientas

Python

SQL

NumPy

Pandas

Descripción del empleo

Ebury Leon Office is hiring for a Quantitative Treasury/ALM Risk Modelling & Analytics role in a hybrid setup (4 days in office, 1 day WFH). Join a fintech leader in forex derivatives, driving innovation in risk models, liquidity simulations, and hedging strategies across multi-entity, multi-currency portfolios.

The team emphasizes collaboration, Python/SQL coding, and presentation of findings to stakeholders, with a generous benefits package and centralized León office access.