Quantitative Risk Analyst

SIX Group Services Ltd.; 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. in Madrid is seeking an experienced Quantitative Risk Analyst within SIX Clearing to develop, calibrate, implement and review quantitative risk methodologies, aligning with regulatory requirements and SIX Group risk policies across markets.

You will collaborate with Clearing teams, write detailed model specifications and backtest results, and advise management on risk identification, measurement and adoption of industry best practices across markets.

Formación

• Minimum of 3 years experience in the financial markets industry, quantitative risk or trading.
• Strong quantitative background with advanced degree in a quantitative subject.
• Broad knowledge of financial products from bonds to crypto and derivatives.
• Experience with Databases and Python; other scripting languages are a plus.
• Strong analytical, communication skills in English and Spanish.

Responsabilidades

• Develop, calibrate, implement and review quantitative risk models and stress tests.
• Write documentation of model specifications, behavior, and testing results.
• Collaborate with clearing and risk management teams.
• Advise management on risk identification and measurement with best practices.

Conocimientos

Quantitative risk

Financial markets knowledge

Analytical thinking

English & Spanish communication

Educación

MSc/PhD in quantitative field (e.g., Financial Mathematics)

Herramientas

Python

SQL / Databases

Descripción del empleo

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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, check out our FAQ page 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.