Head Quantitative Risk Bme Clearing

hace 6 meses


Madrid, España SIX A tiempo completo

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 global 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.

***Head Quantitative Risk BME Clearing****:
Madrid | Working from home up to 60% | Reference 6188

As the Head of Quantitative Risk of BME Clearing, you will be a key member of our BME Clearing Risk leadership team, reporting directly to the Chief Risk Officer (CRO) of BME Clearing. Your primary responsibility is to oversee the Quant risk functions, develop, calibrate, implement, document and review quantitative risk methodologies of the Central Counterparty (CCP), enhancing the existing quantitative risk methodologies framework in compliance with the EMIR Regulation, and according to the SIX Group risk policies, procedures and best practices in terms of risk management.

**What You Will Do**:

- Leading and managing the CCP Quantitative risk team of BME Clearing in coordination with the Swiss Quantitative risk team, creating comprehensive quant risk methodologies, performing specific quant risk analysis, identifying potential risk and mitigation strategies
- Ensuring that risks are appropriately quantified with legality and conformity to established regulations, as well as fostering a continued improvement in quantitative risk methodologies
- Developing, calibrating, implementing and reviewing quantitative risk models, stress
- and back-tests, scenario analysis to ensure BME Clearing resilience to adverse market conditions
- Ensuring that quantitative risks methodologies specifications, behavior, and testing results are appropriately documented
- Close collaboration with Risk Management, Swiss Quantitative risk, BME Clearing’s Operations (1st line of defense) as well as other SIX Clearing teams, amongst others
- Participating in workshops and/or trainings organized either by the Group or by other Associations
- Staying abreast of industry quantitative risk methodologies best practices and regulatory development

**What You Bring**:

- Minimum of five years’ experience in quantitative risk and leadership. Experience in a CCP will be considered positively
- Solid programming skills (Python, SQL, Excel & VBS and Matlab)
- Strong presentation as well as communication and persuasive skills, verbal and written, both in English and Spanish; being able to tailor information timely to the appropriate level of recipient
- Ability to work independently to a high standard in set timeframes
- Good problem solving, ownership, proactivity, conceptual and organizational skills
- Being comfortable to work across locations, committed to travel every now and then
- Being able to manage, support and empower the team
- Self-motivated, ability to build relationships internally and externally. Good social skills and team work would be desirable

If you have any questions, please call Yuliya Stoyko at +34 917095993.

**What 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.


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