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 managementWhat You Will DoDeveloping, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure SIX Clearing resilience to adverse market conditionsWrite well-formulated documents of model/methodology specifications, behavior, and testing resultsClose collaboration with other Clearing teams, such as Financial Risk Management Clearing, SIX Clearing’s Operations (1st line of defense) amongst othersAdvise 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 marketsWhat You BringMinimum of 3 year ‘experience in the financial markets industry,



Quantitative Risk or Trading area, preferably in banksStrong quantitative background, desirable an MSc or PhD degree in a quantitative subject, preferably a degree in financial mathematicsBroad knowledge of financial products from bonds to cryptos. Strong understanding of derivatives productsSolid experience with Databases and programming skills with Python as the primary language. Experience with other analytical or scripting languages is a plusStrong analytical, critical thinking, excellent attention to detail and problem-solving skillsGood communication skills in English and Spanish to clearly convey ideas in front of various audiences, and concise writing skillsWhat We OfferHybrid model up to 40% working from home37,5 hours/week with versátil schedule and 29+2 holidaysDaily meal allowanceAdditional Medical Insurance for employee and familyPension fundAccess to technical and language learning platformsFree parking spots, charger spots and shuttle bus (only for Las Rozas - Madrid location)
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📌 Quantitative Risk Analyst (Madrid)
🏢 BME | Bolsas y Mercados Españoles
📍 Madrid