Senior Quantitative Treasury & ALM Risk Analyst

Experteer Overview

Expect to refactor code in Python/SQL, analyze pricing and revenue implications, and present findings to the team. This role sits at the heart of Ebury’s innovative Quantitative Treasury/ALM effort, shaping risk approaches for global growth.

• Develop and implement advanced quantitative risk models (liquidity risk simulations, VaR99, portfolio correlation)
• Simulate balance sheet evolution and design multi-entity, multi-currency hedging strategies
• Map interest rate risk through DV01 analysis and automate hedging solutions
• Contribute to IFRS valuation and delta attribution projects linking market impacts to revenue
• Refactor and optimize code using Python and SQL
• Analyze pricing and revenue optimization strategies
• Document and present quantitative findings to the team
• Brainstorm and innovate current processes

• +5 years of experience in quantitative analysis or programming
• Proficiency in Python (NumPy, Pandas) and SQL
• Experience in quantitative finance or data analysis (advantageous)
• Strong passion for quantitative financial mathematics
• Creative and innovative thinking; willingness to challenge methods
• Analytical and problem-solving skills
• Clear communication, documentation, and presentation abilities
• Curiosity and ability to learn complex financial concepts
• Ability to collaborate effectively in a team
• Confident English communication (written and spoken)
• Open to diverse academic backgrounds with strong interest in quantitative finance and risk modeling

• competitive starting salary with discretionary bonus
• dedicated mentorship
• cutting-edge tailor-made tools and systems
• clear accelerated career progression
• dynamic and supportive culture
• generous benefits package (health care, social benefits)