Quantitative Risk Analyst

SIX Group Services Ltd.; Las Rozas de Madrid; Híbrido; EUR 60.000 - 90.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Flexible Work Models

Personal Development

Agile Working Methods

Descripción de la vacante

SIX Group Services Ltd. is seeking a Quantitative Risk Analyst to join SIX Clearing's Financial Quantitative Risk Management team in Madrid.

You will develop, calibrate and review quantitative risk methodologies in line with SIX Group policies and regulatory requirements, focusing on resilience to adverse market conditions.

Formación

• Minimum 3 years of experience in financial markets, quantitative risk or trading.
• 2
• Strong quantitative background with a degree in a quantitative subject (MSc/PhD).
• Broad knowledge of financial products from bonds to crypto; strong derivatives understanding.
• Solid experience with databases and Python as primary language; other scripting languages are a plus.
• Strong analytical and communication skills in English and Spanish.

Responsabilidades

• Develop, calibrate, implement and review quantitative risk models, stress tests and scenario analysis to ensure resilience.
• Document model specifications, behavior and testing results.
• Collaborate with clearing, risk management and operations teams to implement best practices.
• Advise management on risk identification, measurement and improvements in line with CCP and market practices.

Conocimientos

Python

Databases

Quantitative risk

English

Spanish

Analytical thinking

Educación

MSc in Financial Mathematics

PhD in quantitative field

Herramientas

SQL

SAS

Descripción del empleo

BME - Bolsas y Mercados Españoles - drives the transformation of financial markets and belongs to SIX, the third largest exchange group in Europe.

What sets us apart drives us ahead: between local roots and global relevance, we are a unique blend of tradition and future, of foundation and growth. We value bright minds and inspire them to grow with their ideas. Come and shape the future of finance with us.

Madrid | Working from home up to 40% | Reference 8143

As Quantitative Risk Analyst of SIX Clearing, you will be a key member of our Financial Quantitative Risk Management team. Your primary resposibility is to develop, calibrate, implement and review quantitative risk methodologies of SIX Clearing, enhancing the existing quantitative risk methodologies framework in compliance with the Regulation, and according to the SIX Group risk policies, procedures and best practices in terms of risk management.

What You Will Do

• Developing, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure SIX Clearing resilience to adverse market conditions
• Write well-formulated documents of model/methodology specifications, behavior, and testing results
• Close collaboration with other Clearing teams, such as Financial Risk Management Clearing, SIX Clearing’s Operations (1st line of defense) amongst others
• Advise management on the identification and measurement of the different risks faced by SIX Clearing, as well as on the introduction of good practices in line with other CCPs and markets

What You Bring

• Minimum of 3 year ‘experience in the financial markets industry, Quantitative Risk or Trading area, preferably in banks
• Strong quantitative background, desirable an MSc or PhD degree in a quantitative subject, preferably a degree in financial mathematics
• Broad knowledge of financial products from bonds to cryptos. Strong understanding of derivatives products
• Solid experience with Databases and programming skills with Python as the primary language. Experience with other analytical or scripting languages is a plus
• Strong analytical, critical thinking, excellent attention to detail and problem-solving skills
• Good communication skills in English and Spanish to clearly convey ideas in front of various audiences, and concise writing skills

If you have any questions, or call Sara Perez de la Cuesta at [phone] .

Diversity is important to us. Therefore, we are looking to receiving applications regardless of any personal background.

What We Offer

Flexible Work Models
We trust our employees and offer a work environment that is well-balanced, productive and fosters success.

Personal Development
You will benefit from a culture of continuous learning and feedback. Your personal growth is supported through an extensive learning offering.

Agile Working Methods
Whether through scrum or design thinking,
we solve exciting tasks together in teams.