Quantitative Treasury ALM Analyst

Ebury is a leading global fintech company that empowers businesses to trade and grow internationally. It offers a comprehensive suite of products, including international payments and collections, FX risk management, trade finance, and API integrations. Founded in 2009 by Juan Lobato and Salvador García, Ebury is one of the fastest-growing global fintechs, with over 1,700 employees and 38 offices in more than 25 countries.

Quantitative Treasury/ALM Risk Modeling & Analytics

Ebury Madrid - 4 days a week office based working, 1 day working from home

Role Overview:

Join our Quantitative Treasury/ALM team and dive into the world of advanced quantitative risk modeling and financial analytics. This role provides a unique opportunity to contribute to cutting-edge projects, develop your technical skills, and gain invaluable experience in the fast-paced fintech industry. You'll work alongside talented professionals, tackling complex challenges and driving innovation.

What we offer:

● Experience a startup culture within a stable, global company.
● Learn from and collaborate with highly skilled quantitative professionals.
● Shape your own career path with flexible development opportunities.
● Gain rapid responsibility and ownership of meaningful projects.
● Work with advanced quantitative risk management techniques and methodologies.
● Gain valuable exposure to the dynamic fintech industry.
● Opportunity to use advanced quantitative risk management techniques.

Responsibilities:

● 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.

Qualifications:

● Proficiency in Python (NumPy, Pandas) and SQL.

● 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.
● Open to candidates from diverse academic backgrounds, provided they demonstrate a strong interest and aptitude for quantitative finance and risk modelling.

#L1-JG1

About Us

Ebury is a FinTech success story, positioned among the fastest-growing international companies in its sector.

Founded in 2009, we are headquartered in London and have more than 1700 staff with a presence in more than 25 countries worldwide. Cultural diversity is part of what makes Ebury a special place to be. From Sao Paulo to Dubai, Bucharest to Toronto, we enjoy sharing team experiences and celebrating success across the Ebury family.

Hard work pays off: in 2019, Ebury received a £350 million investment from Banco Santander and has won internationally recognised awards including Financial Times: 1000 Europe's Fastest-Growing Companies.

None of this would have been possible without our proudest achievement: our great people. Enthusiastic, innovative and collaborative teams, always ready to disrupt and revolutionise the fast-paced FinTech sector. 

We believe in inclusion. We stand against discrimination in all forms and have no tolerance for 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 because we want you and your uniqueness to help write our future.

Please submit your application on the careers website directly, uploading your CV / resume in English.