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 Databases and programming skills with Python as the primary language. Experience with other analytical or scripting languages is a plus
Strong analytical, critical thinking, excellent attention to detail and problem-solving skills
Good communication skills in English and Spanish to clearly convey ideas in front of various audiences, and concise writing skills
What We Offer
Hybrid model up to 40% working from home
37,5 hours/week with versátil schedule and 29+2 holidays
Daily meal allowance
Additional Medica

📌 Quantitative Risk Analyst (Madrid)
🏢 BME | Bolsas y Mercados Españoles
📍 Madrid