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Senior Quantitative Treasury & ALM Risk Innovator

Company

Ebury

Location

madrid, comunidad de madrid

Type

Full-time

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.

The Quantitative Treasury/ALM Risk Modelling & Analytics 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 mar...

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