Quantitative Risk Analyst: Hybrid Role with Flexible Hours

BME | Bolsas y Mercados Españoles; Madrid; Hybrid; EUR 60,000 - 90,000; Full time

Benefits offered by this job

Hybrid work up to 40% remote

Daily meal allowance

Medical insurance for employee and fam

Pension fund

Language learning platforms

Parking, charging spots & shuttle (Las

Job summary

SIX Clearing in Madrid seeks a Quantitative Risk Analyst to develop, calibrate, implement and review quantitative risk methodologies, ensuring resilience to adverse market conditions. You will draft detailed documentation and collaborate with multiple clearing teams to enhance the risk framework.

The role requires a strong quantitative background with 3+ years in financial markets, advanced degrees, and proficient Python with databases.

Qualifications

• Minimum 3 years in financial markets, risk or trading
• Strong quantitative background; MSc/PhD in quantitative field preferred
• Broad knowledge of financial products from bonds to crypto; derivatives understanding
• Proficient Python and databases; scripting language skills a plus

Responsibilities

• Develop, calibrate, implement and review quantitative risk models, stress and back-tests and scenario analyses
• Create clear model/methodology documentation including behavior and testing results
• Collaborate with Clearing teams and Operations for risk oversight
• Advise management on risk identification and implementation of best practices in line with CCPs and markets

Skills

Quantitative risk concepts

English/Spanish comms

Education

MSc in quantitative subject

PhD in financial mathematics

Tools

Python

Databases

Job description

SIX Clearing in Madrid seeks a Quantitative Risk Analyst to develop, calibrate, implement and review quantitative risk methodologies, ensuring resilience to adverse market conditions. You will draft detailed documentation and collaborate with multiple clearing teams to enhance the risk framework.

The role requires a strong quantitative background with 3+ years in financial markets, advanced degrees, and proficient Python with databases.