Asset Management
hace 2 meses
**Responsibilities**:
Developing, calibrating, implementing and reviewing quantitative risk models, stress
- and back-tests, scenario analysis to ensure BME Clearing resilience to adverse market conditions
Write well-formulated documents of model/methodology specifications, behavior, and testing results
Close collaboration with Quality Risk Management, Swiss Quantitative risk, BME ClearingÕs Operations (1st line of defense) as well as other SIX Clearing teams, amongst others
Advise management on the identification and measurement of the different risks faced by the CCP, as well as on the introduction of good practices in line with other CCPs and markets
**Skills**:Minimum of 3 years Ôexperience in the financial markets industry, Quantitative Risk or Trading area, preferably in banks
Broad knowledge of financial products from bonds to cryptos. Strong understanding of derivatives products. Desirable expertise on IRS (Interest Rate Swap) products
Solid experience with Databases and programming skills (Python, Matlab and VBS
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
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