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

Develop and implement quantitative treasury/ALM risk models for liquidity risk simulations, VaR99, and portfolio correlation analysis. Support balance sheet evolution and multi-entity, multi-currency hedging strategy work, including DV01 interest-rate risk mapping and hedging automation. Contribute to IFRS valuation and delta attribution projects linking market impacts to revenue drivers, refactor analytics code in Python and SQL, and present findings to the team.

Location: Spain

Workplace: Hybrid

Employment Type: Full time

Job Function: Capital Markets, Trading & Quant

Seniority: Mid level

Key Responsibilities

•Develop and implement quantitative risk models, including liquidity risk simulations, VaR99, and portfolio correlation analysis.
•Simulate balance sheet evolution and build multi-entity, multi-currency hedging strategies.
•Map interest rate risk using DV01 analysis and help automate hedging strategies.
•Contribute to IFRS valuation and delta attribution projects to link market impacts to revenue drivers.
•Refactor and optimize analytics code in Python and SQL, analyze pricing/revenue optimization opportunities, and present findings.

Pay and Benefits

Perks:Annual BonusHealth 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 is a plus.
•Strong interest in quantitative financial mathematics and quantitative risk modeling.
•Clear communication skills in English, including documenting and presenting complex concepts.

Experience:5+ yearsQuantitative finance

Skills:Analytical thinkingProblem-solvingCommunicationDocumentationCollaboration

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: Spain

Workplace: Hybrid

Employment Type: Full time

Job Function: Capital Markets, Trading & Quant

Seniority: Mid level

Key Responsibilities

•Develop and implement quantitative risk models, including liquidity risk simulations, VaR99, and portfolio correlation analysis.
•Simulate balance sheet evolution and build multi-entity, multi-currency hedging strategies.
•Map interest rate risk using DV01 analysis and help automate hedging strategies.
•Contribute to IFRS valuation and delta attribution projects to link market impacts to revenue drivers.
•Refactor and optimize analytics code in Python and SQL, analyze pricing/revenue optimization opportunities, and present findings.

Pay and Benefits

Perks:Annual BonusHealth 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 is a plus.
•Strong interest in quantitative financial mathematics and quantitative risk modeling.
•Clear communication skills in English, including documenting and presenting complex concepts.

Experience:5+ yearsQuantitative finance

Skills:Analytical thinkingProblem-solvingCommunicationDocumentationCollaboration

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