Senior Quantitative Treasury & ALM Risk Analyst

📋 Description

• Develop advanced quantitative risk models (liquidity risk, VaR99, correlations).
• Simulate balance sheet evolution; build multi-entity, multi-currency hedging.
• Map interest rate risk via DV01 analysis; automate hedging strategies.
• Participate in IFRS valuation and delta attribution projects.
• Refactor and optimize code with Python and SQL.
• Analyze pricing and revenue optimization; present findings.

🎯 Requirements

• +5 years of experience in quantitative analysis or programming.
• Proficiency in Python (NumPy, Pandas) and SQL.
• Experience in quantitative finance or data analysis a plus.
• A strong passion for quantitative financial mathematics.
• Creative and innovative thinker; challenges to existing methods.
• Analytical and problem-solving skills; clear communication.

🎁 Benefits

• Dedicated mentorship from experienced managers.
• Cutting-edge technology and tailor-made tools.
• Clear, accelerated career progression within Ebury.
• Dynamic and supportive culture with teamwork.
• Generous benefits package including health care and social benefits.
• Central Leon Office with excellent transport links.