Experteer Overview

Si le interesa solicitar este empleo, por favor, asegúrese de cumplir los siguientes requisitos que se enumeran a continuación.
In this role you will develop and validate quantitative risk models to ensure SIX Clearing resilience. You will document methodologies and test results and work closely with cross-functional clearing teams. You will advise management on risk identification and best practices aligned with industry peers. This position offers a flexible work setup and a chance to shape risk approaches in a global clearing context.

Compensaciones / Ventajas
• Develop, calibrate, implement and review quantitative risk models, including stress tests, back-tests, and scenario analysis
• Produce well-formulated documentation of model methodologies, behavior, and testing results
• Collaborate with Clearing teams and other risk functions to strengthen resilience
• Advise management on risk identification,



measurement, and introduction of best practices across CCPs and markets

Responsabilidades
• Minimum 3 years of experience in financial markets, quantitative risk or trading
• Strong quantitative background; MSc or PhD in quantitative subject preferred (financial mathematics desirable)
• Broad knowledge of financial products from bonds xqbhyrx to cryptos; strong derivatives understanding
• Solid experience with databases and programming (Python, Matlab, VBScript)
• Strong analytical, critical thinking, attention to detail, and problem-solving skills
• Good English and Spanish communication and concise writing skills

Requisitos principales
• Flexible Work Models
• Personal Development
• Agile Working Methods

📌 Quantitative Risk Analyst (Madrid)
🏢 Six Group
📍 Madrid