Quantitative Risk Analyst

About the Position

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

Responsibilities

• Developing, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure SIX Clearing resilience to adverse market conditions
• Writing 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
• Advising 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

Requirements

• Minimum of 3 years’ 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

We Offer

• Flexible Work Models: We trust our employees and offer a work environment that is well-balanced, productive and fosters success.
• Personal Development: You will benefit from a culture of continuous learning and feedback. Your personal growth is supported through an extensive learning offering.
• Agile Working Methods: Whether through scrum or design thinking, we solve exciting tasks together in teams.

If you have any questions, check out our FAQ page or call Sara Perez de la Cuesta at +34 91 709 56 80.

For this vacancy we only accept direct applications in English.

Diversity is important to us. Therefore, we are looking to receiving applications regardless of any personal background.

About the Company

BME - Bolsas y Mercados Españoles - drives the transformation of financial markets and belongs to SIX, the third largest exchange group in Europe. We value bright minds and inspire them to grow with their ideas. Come and shape the future of finance with us.