Senior Quantitative Treasury & ALM Risk

Reposted Yesterday
Be an Early Applicant
Málaga, Andalucía, ESP
In-Office
Senior level
Fintech • Payments • Software
The Role
Develop and implement quantitative treasury and ALM risk models (liquidity simulations, VaR99, correlation), simulate balance sheet evolution, design multi-entity multi-currency hedging, map interest rate risk (DV01), support IFRS valuation and delta attribution, refactor/optimize code in Python and SQL, analyze pricing and revenue, document and present findings, and contribute process innovations.
Summary Generated by Built In

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 evolution and innovation to build the infrastructure for borderless growth and help our clients scale at every stage. 

The opportunities at Ebury are as diverse as our people, ranging from business development to engineering roles across our tech pillars.

We believe in inclusion. We stand against discrimination in all forms and are against 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.




Important Security Notice for Job Applicants:
Ebury only accepts applications via official Ebury channels. We will only contact you from an @ebury.com domain. Always check the emails you receive from us, and note that we will never request payment for any part of the recruitment process. Stay safe and report suspicious activity.

Notice to Recruitment Agencies and Search Firms:
Ebury does not accept unsolicited resumes, CVs, or candidate profiles from recruitment agencies or search firms without signed written Ebury recruitment terms in place for a specific role. Any unsolicited applications will be considered the sole property of Ebury. Ebury will not be responsible or liable for any placement fees or costs associated with unagreed candidate submissions or subsequent hires.

AI Transparency Statement:
Ebury uses Artificial Intelligence (AI) and automated tools to help streamline certain parts of our recruitment process, however, these tools are strictly for administrative efficiency. All hiring decisions, including application reviews, shortlisting, and final selections are evaluated and conducted by human talent acquisition professionals and hiring managers. 

Skills Required

  • 5+ years experience in quantitative analysis or programming
  • Proficiency in Python (NumPy, Pandas)
  • Proficiency in SQL
  • Experience in quantitative finance or data analysis
  • Strong aptitude for quantitative financial mathematics
  • Analytical and problem-solving skills
  • Communication, documentation and presentation skills
  • Curiosity and drive to learn complex financial concepts
  • Ability to work effectively in a collaborative team environment
  • Confident written and spoken English
Am I A Good Fit?
beta
Get Personalized Job Insights.
Our AI-powered fit analysis compares your resume with a job listing so you know if your skills & experience align.

The Company
HQ: London
1,519 Employees
Year Founded: 2009

What We Do

About Ebury® Ebury is a Fintech company specialised in international payments, collections, and foreign exchange services. It offers financial solutions aimed mainly at SMEs and midcaps. Ebury offers foreign exchange activity in over 130 currencies - for both major and emerging markets - as well as cash management strategies, trade finance, and foreign exchange risk management. Founded in London in 2009 by Spanish engineers Juan Lobato and Salvador García, the company has grown its global market presence to a network of 31 offices in 21 countries and more than 1,300 employees. Throughout its history, the company has received more than 20 international awards, including the Financial Times 1000 Europe's fastest-growing companies 2020 and The Sunday Times Tech Track 100. All these recognitions place Ebury as one of the leading European financial technology companies. ebury.com

Similar Jobs

Datadog Logo Datadog

Staff Software Engineer

Artificial Intelligence • Cloud • Security • Software • Cybersecurity
Easy Apply
Remote or Hybrid
5 Locations
6500 Employees

Tulip Logo Tulip

Marketing Manager

Enterprise Web • Hardware • Internet of Things • Software
Easy Apply
Remote or Hybrid
27 Locations
310 Employees

Tulip Logo Tulip

DACH Regional Sales Lead – Enterprise Manufacturing

Enterprise Web • Hardware • Internet of Things • Software
Easy Apply
Remote or Hybrid
27 Locations
310 Employees

Cloudflare Logo Cloudflare

Account Executive

Cloud • Information Technology • Security • Software • Cybersecurity
Remote or Hybrid
Spain
4400 Employees

Similar Companies Hiring

Hanover Park Thumbnail
Artificial Intelligence • Fintech • Software • Financial Services
New York, New York
42 Employees
Kepler  Thumbnail
Fintech • Software
New York, New York
6 Employees
Onshore Thumbnail
Artificial Intelligence • Fintech • Software • Financial Services
New York, New York
60 Employees

Sign up now Access later

Create Free Account

Please log in or sign up to report this job.

Create Free Account