ebury
Madrid, Spain
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. Risk Modelling Expected Areas of involvement: 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...