Quantitative Risk Analyst - Modeler & Stress-Testing (Hybrid)

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

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.