Senior Quantitative Treasury & ALM Risk

Sobre el puesto

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 Malaga 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

• +5 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 Malaga 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!

#LI-DNP

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 2000+ 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…