Global FX Risk Management Specialist

hace 2 días


Madrid, Madrid, España Ebury A tiempo completo
About the Role

Ebury, a leading FinTech firm, is seeking an experienced Data Treasury Analyst to join its team in Madrid. This role involves working closely with cross-functional teams to drive business growth and inform strategic decision-making through data-driven insights.

Key Responsibilities
  1. Conduct quantitative research using financial risk modelling and statistical models to measure liquidity constraints and counterparty risk in FX derivatives and structured products.
  2. Develop and back-test Monte Carlo stochastic models for FX portfolio liquidity stress tests in Python.
  3. Create portfolio market risk and credit risk management models to assess portfolio risk tolerance and inform business decisions.
  4. Evaluate and recommend effective financing and hedging strategies to limit portfolio exposure and liquidity risk.
  5. Develop risk and performance metrics at both individual trade and portfolio levels.
  6. Produce comprehensive liquidity reports to facilitate executive-level decision making on company liquidity reserve, capital financing, and portfolio hedging strategies.
  7. Build Python models and algorithms to streamline analytic functions such as calculation of mark to market for FX derivatives, portfolio sensitivity analysis, and liquidity reports automation.
Requirements
  • Economics or quantitative degree ideally with knowledge of financial modelling, accounting, and econometrics.
  • Advanced experience working with Microsoft Office Suite (Excel, PowerPoint) and Google Docs Editors Suite, Python, SQL.
  • Familiarity with BI tools such as Looker and Google Data Studio.
  • Strong written and oral skills, ability to explain modelling results to non-technical audiences.
What We Offer

We believe in inclusion and stand against discrimination in all forms. As an Ebury employee, you can be whoever you want to be and still feel a sense of belonging. We offer a competitive salary range of €60,000 - 80,000 per year, depending on experience.



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