Quantitative Risk Analyst - Hybrid & Flexible Schedule

BME | Bolsas y Mercados Españoles; Madrid; Hybrid; EUR 70,000 - 90,000; Full time

Benefits offered by this job

Hybrid work

Daily meal allowance

Medical insurance for employee and you

Pension fund

Learning platforms access

Parking/ shuttle service (Las Rozas -

Job summary

SIX Clearing in Madrid seeks a Quantitative Risk Analyst to develop, calibrate, implement and review risk methodologies within the Financial Quantitative Risk Management team. You will collaborate with Clearing teams, writing clear model documentation and advising management on risk identification and best practices in line with CCPs.

The role requires strong quantitative skills, extensive Python and databases experience, and the ability to communicate in English and Spanish.

Qualifications

• Minimum 3 years in financial markets, quantitative risk or trading
• Strong quantitative background; MSc/PhD in quantitative subject preferred
• Broad knowledge of financial products from bonds to crypto; derivatives理解
• Solid experience with databases and Python as primary language
• Strong analytical, communication skills in English and Spanish

Responsibilities

• Develop, calibrate, implement and review quantitative risk models, stress-tests, and scenario analyses
• Write clear documentation of model specifications and testing results
• Collaborate with Clearing teams and risk management to improve risk practices
• Advise management on risk identification and measurement and on best practices across CCPs

Skills

Quantitative analysis

Python programming

Financial products knowledge

Analytical thinking

Bilingual: English/Spanish

Education

MSc or PhD in quantitative field (e.g., financial mathematics)

Tools

Databases

Python

Job description

SIX Clearing in Madrid seeks a Quantitative Risk Analyst to develop, calibrate, implement and review risk methodologies within the Financial Quantitative Risk Management team. You will collaborate with Clearing teams, writing clear model documentation and advising management on risk identification and best practices in line with CCPs.

The role requires strong quantitative skills, extensive Python and databases experience, and the ability to communicate in English and Spanish.