Senior Quantitative Treasury & Alm Risk
1 day ago
Zamora
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 & AnalyticsTreasuryEbury Leon Office - Hybrid: 4 days in the office, 1 day working from home per weekEbury 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 Leon Office: A fantastic location with excellent transport links.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.We're committed to ensuring an inclusive and accessible recruitment process. Do you require any adjustments or accommodations to support you during the interview?#J-18808-Ljbffr