Senior Quantitative Treasury & ALM Risk

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.

Treasury

Ebury Leon 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. Our Quantitative Treasury/ALM team is a hub of innovation, where we don't just follow industry norms;

we redefine them.

• Assist in the development and implementation of advanced quantitative risk models, including liquidity risk simulations, VaR
  99 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.

• +5 years of experience in quantitative analysis or programming.
• Proficiency in Python (Num Py, 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.

• 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?