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/ALM risk models for liquidity, VaR99, and portfolio correlation analysis. Simulate balance sheet evolution and design multi-entity, multi-currency hedging strategies, including interest-rate risk mapping with DV01 and hedging automation. Contribute to IFRS valuation and delta attribution work, optimize and refactor analytics code in Python and SQL, and document results while communicating findings to the team.

Location: Malaga

Workplace: Hybrid

Employment Type: Full time

Job Function: Capital Markets, Trading & Quant

Seniority: Mid level

Key Responsibilities

•Develop and implement quantitative risk models for liquidity simulations, VaR99 calculations, and portfolio correlation analysis.
•Simulate balance sheet evolution and support multi-entity, multi-currency hedging strategy development.
•Map interest rate risk using DV01 analysis and help automate hedging strategies.
•Participate in IFRS valuation and delta attribution projects linking market impacts to revenue drivers.
•Refactor and optimize analytics code using Python and SQL, and document/present quantitative findings.

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 passion for quantitative financial mathematics and risk modeling.
•Confident written and spoken communication in English.

Experience:5+ yearsQuantitative financeData analysis

Skills:Analytical thinkingProblem-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: Malaga

Workplace: Hybrid

Employment Type: Full time

Job Function: Capital Markets, Trading & Quant

Seniority: Mid level

Key Responsibilities

•Develop and implement quantitative risk models for liquidity simulations, VaR99 calculations, and portfolio correlation analysis.
•Simulate balance sheet evolution and support multi-entity, multi-currency hedging strategy development.
•Map interest rate risk using DV01 analysis and help automate hedging strategies.
•Participate in IFRS valuation and delta attribution projects linking market impacts to revenue drivers.
•Refactor and optimize analytics code using Python and SQL, and document/present quantitative findings.

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 passion for quantitative financial mathematics and risk modeling.
•Confident written and spoken communication in English.

Experience:5+ yearsQuantitative financeData analysis

Skills:Analytical thinkingProblem-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