Quantitative Treasury & ALM Risk Analyst

Ebury
Ebury
MadridPresencialCompetitivo
🇬🇧Inglés requeridoTreasuryPublicado hoy

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Ebury helps ambitious businesses unlock global growth, and we take the same approach with our people. We encourage innovation and movement, collaboration and problem-solving, and foster an environment where everyone can feel they belong, are valued, supported and empowered to succeed.

If you're a collaborator who wants to help transform how businesses operate globally, get in touch - we'd love to discuss how Ebury can accelerate your career so you can shape the future.

Quantitative Treasury/ALM Risk Modelling & Analytics

Treasury

Ebury Madrid Office - Hybrid: 4 days in the office, 1 day working from home per week

Ebury is a dynamic fintech company at the forefront of financial innovation. As a leader in forex derivatives for hedging, we provide sophisticated solutions to our clients, ensuring financial stability and driving industry standards. With a global presence, we offer a unique blend of start-up agility and established company resources. Our Quantitative Treasury/ALM team is a hub of innovation, where we don't just follow industry norms; we redefine them. 

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 optimization of our code using Python and SQL.
  • Assist in the analysis of pricing and revenue optimization strategies.
  • Document and present quantitative findings to the team.
  • Brainstorm and contribute ideas to innovate current processes. 

What you'll need

  • +2 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 modeling. 

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 prioritized.
  • 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.

Ready to launch your career with a global FinTech? Click the 'Apply' Today and discover your potential at Ebury!

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About us

Ebury delivers sophisticated, integrated solutions - business accounts, hedging, and financing - on a single platform with a seamless workflow. Our success is built on a simple premise and singular purpose: To help businesses operate and scale globally. 

Since its founding in 2009, Ebury has always been a fast-growing leader in fintech. Today, we bring together 1,800+ Eburians across nearly 70 cities and we're always looking to add to our team. 

At the heart of our offering is a proprietary platform, purpose-built to help businesses seamlessly streamline and manage global cash flow. We focus on continuous product evolution and innovation to build the infrastructure for borderless growth and help our clients scale at every stage. 

The opportunities at Ebury are as diverse as our people, ranging from business development to engineering roles across our tech pillars.

We believe in inclusion. We stand against discrimination in all forms and are against the intolerance of differences that makes us a modern and successful organisation. At Ebury, you can be whoever you want to be and still feel a sense of belonging no matter your story.

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