
Data Scientist
- Madrid
- Permanente
- Tiempo completo
- Competitive salary and benefits package
- Discretionary bonus based on performance
- Continued personal development through training and certification
- We are Open Source friendly, following Open Source principles in our internal projects and encouraging contributions to external projects
- Be responsible for building and maintaining ML models for Treasury to give manage Ebury financial risks as well as giving insights to the business and earnings opportunities
- Be responsible for building and maintaining pricing models for the Ebury FX derivatives product suite and market risk hedges
- Collaborate with Data Engineers and Data Analysts to design, build, and deploy scalable data solutions, ensuring seamless integration of models into production and effective delivery to business stakeholders.
- Work closely with the Treasury teams (ALM, cash management) and Product teams to understand the needs of the business
- 3+ years of experience in Data Science / Quant
- Advanced proficiency in Python and experience with machine learning libraries, specifically for building exposure, forecasting and pricing models.
- Solid understanding of statistical methods and econometric models, with the ability to interpret model results and assess their performance.
- Experience in FX pricing, risk and valuation models
- Proficiency in SQL for querying and managing large datasets, as well as experience working with structured and unstructured data sources.
- Experience with GCP (Google Cloud Platform) tools and services, such as BigQuery, AI Platform, and Cloud Functions, for deploying scalable data solutions.
- Strong problem solving and analytical skills with excellent attention to detail
- Comfortable working in a fast-paced and demanding work environment
- Fluency in English
- Financial Reporting experience is desirable but not mandatory
- Financial Services and Capital Markets Experience (FX, Payments, Money Markets, Treasury Management, etc) is desirable but not mandatory