BME - Bolsas y Mercados Españoles - drives the transformation of financial markets and belongs to SIX, the third largest exchange group in Europe.

What sets us apart drives us ahead: between local roots and integral relevance, we are a unique blend of tradition and future, of foundation and growth. We value bright minds and inspire them to grow with their ideas. Come and shape the future of finance with us.

Quantitative Risk Analyst

Madrid | Working from home up to 40% | Reference 8143

As Quantitative Risk Analyst of SIX Clearing, you will be a key member of our Financial Quantitative Risk Management team. Your primary resposibility is to develop, calibrate, implement and review quantitative risk methodologies of SIX Clearing, enhancing the existing quantitative risk methodologies framework in compliance with the Regulation, and according to the SIX Group risk policies, procedures and best practices in terms of risk management.

What You Will Do
- Developing, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests,



scenario analysis to ensure SIX Clearing resilience to adverse market conditions
- Write well-formulated documents of model/methodology specifications, behavior, and testing results
- Close collaboration with other Clearing teams, such as Financial Risk Management Clearing, SIX Clearing’s Operations (1st line of defense) amongst others
- Advise management on the identification and measurement of the different risks faced by SIX Clearing, as well as on the introduction of good practices in line with other CCPs and markets

What You Bring
- Minimum of 3 year ‘experience in the financial markets industry, Quantitative Risk or Trading area, preferably in banks
- Strong quantitative background, desirable an MSc or PhD degree in a quantitative subject, preferably a degree in financial mathematics
- Broad knowledge of financial products from bonds to cryptos. Strong understanding of derivatives products
- Solid experience with

📌 Quantitative Risk Analyst (España)
🏢 Six
📍 España