Senior Quantitative Treasury & ALM Risk Strategist

Ebury; Málaga; Híbrido; EUR 65.000 - 90.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Competitive salary

Annual discretionary bonus

Mentorship from experienced managers

Modern tech tools and systems

Career progression opportunities

Generous benefits package

Central Malaga office

Descripción de la vacante

Ebury’s Malaga office offers a hybrid work arrangement, four days in the office and one day remote, as part of our dynamic fintech team. We seek a quantitative treasury professional to build and refine risk models, hedging strategies, and IFRS valuation efforts, leveraging Python and SQL to drive data-driven decisions.

With 5+ years in quantitative analysis, you will contribute to balance sheet simulations, multi-currency hedging, and revenue optimization, while collaborating across teams and

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 with problem-solving skills.
• Ability to explain complex concepts clearly and concisely.

Responsabilidades

• Assist in development and implementation of advanced quantitative risk models (liquidity risk, VaR99, portfolio correlation).
• Contribute to balance sheet evolution simulations and multi-entity hedging strategies.
• Support mapping of interest rate risk via DV01 and automation of hedging.
• Participate in IFRS valuation and delta attribution projects.
• Refactor and optimize code using Python and SQL.
• Assist analysis of pricing and revenue optimization strategies.
• Document and present quantitative findings to the team.
• Brainstorm and contribute ideas to improve processes.

Conocimientos

Python (NumPy, Pandas)

SQL

Quantitative analysis

English communication

Descripción del empleo

Ebury’s Malaga office offers a hybrid work arrangement, four days in the office and one day remote, as part of our dynamic fintech team. We seek a quantitative treasury professional to build and refine risk models, hedging strategies, and IFRS valuation efforts, leveraging Python and SQL to drive data-driven decisions.

With 5+ years in quantitative analysis, you will contribute to balance sheet simulations, multi-currency hedging, and revenue optimization, while collaborating across teams and