Quantitative Risk Analyst

BME | Bolsas y Mercados Españoles; Madrid; Híbrido; EUR 60.000 - 95.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Hybrid work option

Meal allowance

Medical insurance

Pension fund

Access to learning platforms

Parking & shuttle

Descripción de la vacante

SIX Clearing is seeking a Quantitative Risk Analyst to join the Financial Quantitative Risk Management team in Madrid. You will develop, calibrate, implement and review quantitative risk methodologies, ensuring alignment with SIX Group risk policies and regulatory requirements.

Responsibilities include model development, stress testing, scenario analysis, and clear documentation. The role requires strong Python/database skills, and fluency in English and Spanish.

Formación

• Minimum 3 years in financial markets risk or trading (Quantitative Risk)
• MSc/PhD in a quantitative field (financial mathematics preferred)
• Broad knowledge of financial products from bonds to crypto; derivatives understanding
• Strong Python and database skills; experience with other scripting languages is a plus
• Excellent written and spoken English and Spanish

Responsabilidades

• Develop, calibrate, implement and review quantitative risk models, stress tests and scenario analyses
• Write well-formed model/methodology specifications, behavior, and testing results
• Collaborate with Clearing teams and risk management functions
• Advise management on risk identification and best practices in line with CCPs and markets

Conocimientos

Python

Data analysis

Financial math

Risk management

Bilingual EN/ES

Educación

MSc/PhD in quantitative field

Herramientas

SQL

Other scripting languages

Descripción del empleo

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

What We Offer

• Hybrid model up to 40% working from home
• 37,5 hours/week with flexible schedule and 29+2 holidays
• Daily meal allowance
• Additional Medical Insurance for employee and family
• Pension fund
• Access to technical and language learning platforms
• Free parking spots, charger spots and shuttle bus (only for Las Rozas - Madrid location)