Ebury

1 week ago

Senior Quantitative Treasury & ALM Risk

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 23 hours agoStatus: Live

Job Summary

Build and implement quantitative treasury and ALM risk models to support liquidity risk simulations, VaR99 calculations, and portfolio correlation analysis. Contribute to balance sheet evolution and multi-entity, multi-currency hedging strategies, including interest rate risk mapping via DV01. Work on IFRS valuation and delta attribution, refactor and optimize Python/SQL code, and document insights for the Quantitative Treasury/ALM team.

Location: Madrid

Workplace: Hybrid

Employment Type: Full time

Job Function: Capital Markets, Trading & Quant

Seniority: Mid level

Key Responsibilities

•Assist in developing quantitative risk models including liquidity risk simulations, VaR99 calculations, and portfolio correlation analysis.
•Support simulation of balance sheet evolution and development of multi-entity, multi-currency hedging strategies.
•Map interest rate risk via DV01 analysis and help automate hedging strategies.
•Participate in IFRS valuation and delta attribution to link market impacts to revenue drivers.
•Refactor and optimize code using Python and SQL, and document findings for the team.

Pay and Benefits

Perks:Health Insurance

Key Requirements

•+5 years of experience in quantitative analysis or programming.
•Proficiency in Python (NumPy, Pandas) and SQL.
•Experience in quantitative finance or data analysis (plus).
•Strong interest in quantitative financial mathematics and quantitative analysis.
•Communication and documentation skills in English, with the ability to explain complex concepts clearly.

Experience:5+ yearsFintechQuantitative financeRisk modelling

Skills:Analytical skillsProblem-solvingCommunicationDocumentationPresentation

Languages:English

Tech Stack:PythonNumPyPandasSQL

Company Brief

Ebury

Provides international payments, FX, and treasury solutions for SMEs and mid-market companies, enabling cross-border transactions, multi-currency accounts, and financing services to support global trade and cash flow management.

Industry: Payments

Company Size: Enterprise (1,001+ employees)

Growth: Established Company

Funding: Private Equity Backed

Headquarters: London, United Kingdom

Founded: 2009

Website LinkedIn

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Ebury

1 week ago

Senior Quantitative Treasury & ALM Risk

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 23 hours agoStatus: Live

Job Summary

Location: Madrid

Workplace: Hybrid

Employment Type: Full time

Job Function: Capital Markets, Trading & Quant

Seniority: Mid level

Key Responsibilities

•Assist in developing quantitative risk models including liquidity risk simulations, VaR99 calculations, and portfolio correlation analysis.
•Support simulation of balance sheet evolution and development of multi-entity, multi-currency hedging strategies.
•Map interest rate risk via DV01 analysis and help automate hedging strategies.
•Participate in IFRS valuation and delta attribution to link market impacts to revenue drivers.
•Refactor and optimize code using Python and SQL, and document findings for the team.

Pay and Benefits

Perks:Health Insurance

Key Requirements

•+5 years of experience in quantitative analysis or programming.
•Proficiency in Python (NumPy, Pandas) and SQL.
•Experience in quantitative finance or data analysis (plus).
•Strong interest in quantitative financial mathematics and quantitative analysis.
•Communication and documentation skills in English, with the ability to explain complex concepts clearly.

Experience:5+ yearsFintechQuantitative financeRisk modelling

Skills:Analytical skillsProblem-solvingCommunicationDocumentationPresentation

Languages:English

Tech Stack:PythonNumPyPandasSQL

Company Brief

Ebury

Industry: Payments

Company Size: Enterprise (1,001+ employees)

Growth: Established Company

Funding: Private Equity Backed

Headquarters: London, United Kingdom

Founded: 2009

Website LinkedIn