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Senior Quantitative Treasury & ALM Risk Analyst at Ebury - ApplyBlast

Senior Quantitative Treasury & ALM Risk Analyst

Ebury

4 months ago

3.4 on Glassdoor

Málaga, Spain

Hybrid

Contract

Senior

0 applicants

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About this role

This role focuses on developing and implementing advanced quantitative risk models, including liquidity risk simulations and VaR99 calculations, within Ebury's Treasury team. The incumbent will contribute to balance sheet evolution simulations, automate hedging strategies using Python and SQL, and support IFRS valuation projects. The position involves analyzing pricing and revenue optimization strategies while documenting findings for the quantitative treasury group.

Responsibilities

Develop advanced quantitative risk models for liquidity and VaR
Simulate balance sheet evolution and hedging strategies
Support mapping of interest rate risk using DV01 analysis
Optimize pricing and revenue strategies through quantitative analysis
Document and present quantitative findings to the team

Skills

About Ebury

ebury.com

Headquarters

London, England, United Kingdom

Company Size

1001-5000 employees

Founded

2009

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Ebury is a global payments and FX platform built for ambitious businesses, offering everything needed to grow globally in a single platform. It provides business accounts with payments and collections in 140+ currencies across 160+ countries, FX risk management (spot FX, forward contracts, options, and hedging policies to lock rates in 60+ currencies), mass payments, corporate cards, and supplier payment finance. Ebury also offers API integrations, software integrations, and embedded finance solutions to automate treasury, payouts, and reconciliation for businesses of all sizes.