Senior Quantitative Risk & ALM Analyst — Hybrid Madrid

Ebury is a fintech company that provides sophisticated solutions to businesses worldwide. We are looking for a Quantitative Treasury/ALM Risk Modeller and Analyst for our 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 and delta attribution projects, linking market impacts to revenue drivers.
• Contribute to the refactoring and optimisation of our code using Python and SQL.
• Assist in the analysis of pricing and revenue optimisatio...