Overview
Position: Quantitative Risk Analyst – Reference 8143

Location: Madrid (work from home up to 40% of the time)

SIX drives the transformation of financial markets and values bright minds that can help us adapt to future challenges. In this role you will develop, calibrate, implement and review quantitative risk models to ensure the resilience of SIX Clearing in adverse market conditions.

What You Will Do

Develop, calibrate, implement, and review quantitative risk models and scenario analysis.

Write clear model/methodology specification documents and testing results.

Collaborate with other Clearing teams such as Financial Risk Management Clearing and SIX Clearing’s Operations.

Advise management on risk identification, measurement, and best practices aligned with other CCPs and markets.

What You Bring

Minimum 3 years experience in the financial markets industry, quantitative risk or trading area, preferably in banks.

Strong quantitative background; MSc or PhD in a quantitative subject,



preferably financial mathematics.

Broad knowledge of financial products from bonds to cryptos and strong understanding of derivatives.

Solid experience with databases and programming skills (Python, Matlab, VBS).

Strong analytical, critical‑thinking, and problem‑solving skills with excellent attention to detail.

Good communication skills in English and Spanish to convey ideas and write concisely.

Equal Opportunity
Diversity is important to us. We welcome applications regardless of any personal background.

What We Offer

Adaptable Work Models

– A work environment that balances productivity and success.

Personal Development

– Continuous learning and feedback supported by a comprehensive learning offering.

Agile Working Methods

– Scrum or design thinking to solve exciting tasks together.

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