Senior Quantitative Treasury & Alm Risk
E
Ebury Group
📍 madrid, kingdom of spain, Spain
Job Description
Senior Quantitative Treasury/ALM Risk Modelling & Analytics – Treasury
¡Inscríbase sin demora! Se espera un gran volumen de solicitantes para el puesto que se detalla a continuación, no espere para enviar su CV.
What you’ll do
¡Inscríbase sin demora! Se espera un gran volumen de solicitantes para el puesto que se detalla a continuación, no espere para enviar su CV.
Ebury is a dynamic fintech company and a leader in forex derivatives for hedging, offering sophisticated solutions to clients worldwide.
Ebury Madrid Office – Hybrid: 4 days in the office, 1 day working from home per week.
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...