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 versátil work setup and a chance to shape risk approaches in a global clearing context.

Compensaciones / Beneficios

- 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 xugodme 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