Quantitative Treasury/ALM Risk Modelling & Analytics

Treasury

Ebury Madrid 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.

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.