Ebury
FinTech
SeniorQuantitativeTreasury&ALMRiskAnalyst
Neural analysis suggests this role is
optimal for Senior candidates.
“Senior Quantitative Treasury & ALM Risk Analyst at Ebury. Skills: quantitative risk models, liquidity risk simulations, VaR99 calculations, balance sheet evolution simulation, multi-entity, multi-currency hedging strategies, interest rate risk mapping, IFRS valuation, delta attribution, Python, SQL. Assist in the development and implementation of advanced quantitative risk models, including liquidity risk simulations, VaR99 calculations, and portfolio correlation analysis.. Contribute to the sim”
Industry & Context.
Analytical and problem-solving skills.
What They're Looking For.
Must Have
+5 years of experience in quantitative analysis or programming, Proficiency in Python (NumPy, Pandas) and SQL, Confident communication in English, both written and spoken
Nice to Have
Experience in quantitative finance or data analysis would be a plus
What You'll Do.
Assist in the development and implementation of advanced quantitative risk models
including liquidity risk simulations
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.
How You'll Work.
Team & Collaboration
Ability to work effectively in a collaborative team environment.
Communication Scope
Communication, documentation and presentation skills with the ability to explain complex concepts clearly and concisely.; Confident communication in English, both written and spoken.
Full Job Description
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 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 commun
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