Quantitative Python Market Analyst

hace 1 mes

Madrid, España Ebury A tiempo completo

Ebury is a hyper-growth FinTech firm, named in 2021 as one of the top FinTechs to work for by Glassdoor and AltFi. We offer a range of products including FX risk management, trade finance, currency accounts, international payments and API integration.

**Expected Areas of involvement**:
**Risk Modelling**:

- Conduct quantitative research with both financial risk modelling and statistical models to measure liquidity constraints and counterparty risk in FX derivatives and structured products.
- Assist in developing and back-testing of Monte Carlo stochastic models for FX portfolio liquidity stress tests in Python.
- Develop portfolio market risk and credit risk management models to assess portfolio risk tolerance and drive business decisions.
- Evaluate and recommend effective financing and hedging strategies to limit portfolio exposure and liquidity risk.
- Develop risk and performance metrics at both individual trade and portfolio levels.
- Produce comprehensive liquidity reports to facilitate executive-level decision making on company liquidity reserve, capital financing and portfolio hedging strategies.
- Build Python models and algorithms to streamline analytic functions such as calculation of mark to market for FX derivatives, portfolio sensitivity analysis, liquidity reports automation, etc.

**Product Pricing and trading strategies**:

- Build risk-based pricing models (e.g. liquidity risk, credit risk, swap risk, etc. - XVAs) to derive product minimum spreads.
- Build statistical models to maximise product spreads by analysing corporate customers' financials, geographic data and historical hedging behaviour.
- Quantify trading costs with different banks such as bid-ask spreads, swap costs and margin posting agreement.
- Embed model calculations in either excel pricing tools or Google Data Studio dashboards for the front office.
- Recommend strategies and pricing for structuring complex FX derivative products (e.g. Cross currency swap, options strucutures and deal-contingent forwards).
- Identify portfolio Macro risk factors and promote beta neutral trading strategies.
- Develop frameworks to evaluate the dealers' profitability and performances

**Finance**:

- Familiarity with International Financial Reporting Standards (IFRS - valuations of FX derivatives).
- Assist the FP&A team with liquidity forecasts and budget preparation

**Optimal skill set**:

- Education: Economics or quantitative degree ideally with knowledge of financial modelling, accounting and econometrics.
- Strong Python experience essential
- IT skills: Microsoft Office Suite (Excel, PowerPoint) and Google Docs Editors Suite, SQL.
- Familiarity with BI tools such as Looker and Google Data Studio.
- Communications: Strong written and oral skills, ability to explain modelling results to non-technical audiences.
- 2 to 5 years of experience in a similar role or position

efc

**About Us**

**Ebury is a FinTech success story, positioned among the fastest-growing international companies in its sector.**

Founded in 2009, we are headquartered in London and have more than 1300 staff with a presence in more than 20 countries worldwide. Cultural diversity is part of what makes Ebury a special place to be. From Sao Paulo to Dubai, Bucharest to Toronto, we enjoy sharing team experiences and celebrating success across the Ebury family.

Hard work pays off: in 2019, Ebury received a £350 million investment from Banco Santander and has won internationally recognised awards including Financial Times: 1000 Europe's Fastest-Growing Companies.

None of this would have been possible without our proudest achievement: our great people. Enthusiastic, innovative and collaborative teams, always ready to disrupt and revolutionise the fast-paced FinTech sector.
- We believe in inclusion. We stand against discrimination in all forms and have no tolerance for 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 because we want you and your uniqueness to help write our future._

  • Quantitative Market Analyst

    hace 1 mes

    Madrid, España Ebury A tiempo completo

    Ebury is a hyper-growth FinTech firm, named in 2021 as one of the top FinTechs to work for by Glassdoor and AltFi. We offer a range of products including FX risk management, trade finance, currency accounts, international payments and API integration. **Expected Areas of involvement**: **Risk Modelling**: - Conduct quantitative research with both financial...

  • Quantitative Market

    hace 4 semanas

    Madrid, España Cepsa A tiempo completo

    **Fecha**: 30-ene-2023 **Ubicación**: Madrid, España, España **Empresa**: 00L6-CEPSA TRADING, S.A.U What do we expect from you? **Key responsibilities**: Interaction with other departments in highly cross functional projects. Develop solutions to help other trading departments leveraging on quant skills (trainings, user friendly work arounds,...

  • Power Market Analyst

    hace 4 semanas

    Madrid, España ENGIE A tiempo completo

    Global Energy Management (GEM) is one of ENGIE’s Business Units. At the heart of the energy value chain, GEM optimizes the Group’s assets portfolio including electricity, natural gas, environmental products and bulk commodities such as biomass, while developing its external commercial franchise worldwide. We provide services in supply and logistics...

  • Quantitative Analist Senoir

    hace 3 semanas

    Madrid, Madrid, España Robert Walters A tiempo completo

    We are looking for a Senior Quantitative Analyst with 3-4 years of experience for an International Asset Management Company located in Madrid. The Quantitative Risk Analyst will support the risk modelling and stress testing activities of the team. These activities include design, production and maintenance of risk models covering the entire investment risk...

  • Compliance Quantitative Data Analyst

    hace 3 días

    Madrid, España Ouro A tiempo completo

    Ouro is a global, vertically-integrated financial services and technology company dedicated to the delivery of innovative financial empowerment solutions to consumers worldwide. Ouro's financial products and services span prepaid, debit, cross-border payments, and loyalty solutions for consumers and enterprise partners. Ouro's flagship product Netspend...

  • Quantitative Risk Analyst

    hace 4 semanas

    Madrid, España Axpo Group A tiempo completo

    **Workload: 100%** Join Axpo as a Quantitative Risk Analyst within our Risk team at Axpo Iberia and contribute to enhancing our trading and risk management processes. In this pivotal role, you’ll leverage your deep understanding of quantitative finance to influence and optimize our risk assessment and management strategies. This position offers a unique...

  • Business Analyst Python con Francés

    hace 1 mes

    Madrid, España Sopra Steria A tiempo completo

    En Sopra Steria trabajamos para hacer posible la transformación digital de nuestros clientes y para conseguirlo necesitamos seguir creciendo y sumando gracias a personas como tú. Nuestros empleados coinciden en el gran equipo y ambiente que formamos en Sopra Steria. Somos más de 46.000 personas trabajando en 25 países y nuestra misión es unir talento...

  • Senior Quantitative Analyst

    hace 2 días

    Madrid, España Repsol A tiempo completo

    At Repsol, we are committed to equality and do not request personal information.We believe that diversity contributes to innovative ideas and provides added value that enables us to benefit from mutual learning and perform our best work. Here, what counts is your experience and your ability to create value. We offer you the opportunity to grow...

  • Quantitative Market Risk Manager

    hace 1 mes

    Madrid, España CEPSA TRADING, S.A.U A tiempo completo

    About the business We are pursuing a transformative strategy agenda called “Positive Motion” which is all about greening our sources of revenue. Within this context Trading competencies are essential to optimize the value from both legacy hydrocarbons and the future molecule flows. It is Trading’s task to maximize value by growing and leveraging...

  • Compliance Quantitative Data Analyst

    hace 4 semanas

    Madrid, España Ouro A tiempo completo

    Ouro is a global, vertically-integrated financial services and technology company dedicated to the delivery of innovative financial empowerment solutions to consumers worldwide. Ouro’s financial products and services span prepaid, debit, cross-border payments, and loyalty solutions for consumers and enterprise partners. Ouro's flagship product Netspend...

  • Head Quantitative Risk BME Clearing

    hace 3 días

    Madrid, España SIX A tiempo completo

    What You Will Do Leading and managing the CCP Quantitative risk team of BME Clearing in coordination with the Swiss Quantitative risk team, creating comprehensive quant risk methodologies, performing specific quant risk analysis, identifying potential risk and mitigation strategies Ensuring that risks are appropriately quantified with legality and conformity...

  • Desk Quant Analyst

    hace 3 días

    Madrid, España Squarepoint Capital A tiempo completo

    Role: Desk Quant Analyst Please only apply to the one job you feel best fits your skillset and experience. If our team feels you are better suited for another role, we will reach out about the alternate opportunity. Squarepoint is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies...

  • Quantitative Market Risk Manager

    hace 1 mes

    Madrid, España CEPSA A tiempo completo

    About the business   We are pursuing a transformative strategy agenda called “Positive Motion” which is all about greening our sources of revenue. Within this context Trading competencies are essential to optimize the value from both legacy hydrocarbons and the future molecule flows. It is Trading’s task to maximize value by growing and...

  • Data Analyst Python, Numpy y Pandas

    hace 4 semanas

    Madrid, España Serviguidebpo A tiempo completo

    Descripción Desde ServiguideBPO estamos buscando un perfil de Data Analyst Python. ¿Qué ofrecemos? - 100% teletrabajo. - Contrato Indefinido. - Estabilidad Indefinida. - Desarrollo profesional - Buen ambiente de trabajo - Salario: 26 - 32K €Brutos/anuales Funciones: - Recuperación de datos. - Desarrollo en Python. **Requisitos**: - Experiência...

  • Data Analyst

    hace 1 mes

    Madrid, España Page Personnel España A tiempo completo

    Perfil DATA ANALYST - Física, Matemáticas o Ingenieria informática - Más de un año de experiência como Data Analyst - SQL, PYTHON Y POWER BI CONTRATO INDEFINIDO|CLIENTE FINAL Perfil DATA ANALYST - Física, Matemáticas o Ingenieria informática - Más de un año de experiência como Data Analyst - SQL, PYTHON Y POWER BI CLIENTE FINAL CONTRATO...

  • Data Analyst

    hace 1 mes

    Madrid, España Page Personnel España A tiempo completo

    PERFIL SENIOR DATA ANALYST TÉCNICO+ DE 5 AÑOS DE EXPERIENCIA - Ingeniería informática o Telecomunicacions - SQL Y PYTHON CONTRATO INDEFINIDO|CLIENTE FINAL - PERFIL SENIOR DATA ANALYST TÉCNICO+ DE 5 AÑOS DE EXPERIENCIA - Ingeniería informática o Telecomunicacions - SQL Y PYTHON CLIENTE FINAL INTERNACIONAL 100% TELETRABAJO CONTRATO INDEFINIDO 100%...

  • Quantitative Analyst

    hace 1 mes

    Madrid, España Axpo A tiempo completo

    Strategy / Business Development - Madrid - Hybrid Remote **Workload: 100% | Madrid** Over the past years, Axpo's battery team has developed an optimization platform for evaluating battery projects and optimizing battery assets in operation. You will continue the development of our quantitative solutions and customize them to the project needs of the...

  • Market Analyst

    hace 1 mes

    Madrid, España The Worldfolio A tiempo completo

    Position**:Market Analyst** Location: _**Tokyo, Japan**_ Employment Type**:Full-time** **Who We Are**: The Worldfolio is a news website and a media agency specialised in the production of business, investment and industrial reports. Thanks to our partnerships with famous media outlets (some of which you may read or watch every day!), we create editorial...

  • Business Intelligence

    hace 1 mes

    Madrid, España Page Personnel España A tiempo completo

    Perfil DATA ANALYST Experiência de más de un año con: - SQL - Power BI - Valorable Python - Excel CONTRATO INDEFINIDO|CLIENTE FINAL Perfil DATA ANALYST Experiência de más de un año con: - SQL - Power BI - Valorable Python - Excel CLIENTE FINAL ALCOBENDAS + 2 DÍAS DE TELETRABAJO Oportunidades de carrera y desarrollo profesional.#LI-DNP Perfil...

  • Product/web Analyst

    hace 2 días

    Madrid, España Prima A tiempo completo

    **As a Product/Web Analyst, you will be responsible for**: - Analyzing the user interactions on website and app (behavioural data), in particular on funnel, using SQL query and different web analyst tools (GoogleAnalytics, Firebase, ContentSquare,...) - Managing simple scripts and providing at the maintenance of all the digital analytics platforms in use...