Quantitative Risk Model Developer

hace 2 días


Madrid, Madrid, España Six A tiempo completo
Job Description

Key Responsibilities:

  • Develop, calibrate, implement, and review 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.
  • Closely collaborate with Quality Risk Management, Swiss Quantitative risk, BME Clearing's Operations (1st line of defense) as well as other SIX Clearing teams.
  • 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.

About the Role:

This role is a key part of the risk management team at SIX Clearing, responsible for ensuring the resilience of BME Clearing to adverse market conditions. The successful candidate will have a strong background in quantitative risk analysis and model development, with excellent communication and collaboration skills.

Requirements:

  • Strong understanding of quantitative risk analysis and model development.
  • Excellent communication and collaboration skills.
  • Ability to work in a fast-paced environment and prioritize tasks effectively.


  • Madrid, Madrid, España SIX A tiempo completo

    Job DescriptionKey ResponsibilitiesDesign, calibrate, implement, and review quantitative risk models, stress tests, and scenario analysis to ensure BME Clearing's resilience to adverse market conditions.Develop well-structured documents outlining model/methodology specifications, behavior, and testing results.Collaborate closely with Quality Risk Management,...


  • Madrid, Madrid, España SIX A tiempo completo

    Job DescriptionKey ResponsibilitiesDesign, calibrate, implement, and review quantitative risk models, stress tests, and scenario analysis to ensure BME Clearing's resilience to adverse market conditions.Develop well-structured documents outlining model/methodology specifications, behavior, and testing results.Collaborate closely with Quality Risk Management,...


  • Madrid, Madrid, España Six A tiempo completo

    Job DescriptionRole SummaryWe are seeking a highly skilled Quantitative Risk Analyst to join our team at SIX Clearing. As a key member of our Risk Management department, you will be responsible for developing, calibrating, and implementing quantitative risk models to ensure the resilience of our clearing operations.Key ResponsibilitiesDevelop and maintain...


  • Madrid, Madrid, España Six A tiempo completo

    Job DescriptionRole SummaryWe are seeking a highly skilled Quantitative Risk Analyst to join our team at SIX Clearing. As a key member of our Risk Management department, you will be responsible for developing, calibrating, and implementing quantitative risk models to ensure the resilience of our clearing operations.Key ResponsibilitiesDevelop and maintain...

  • Quantitative Developer

    hace 1 semana


    Madrid, Madrid, España bbva A tiempo completo

    Join Our Team as a Quantitative DeveloperWe are seeking a highly skilled Quantitative Developer to join our team at BBVA. As a Quantitative Developer, you will be responsible for developing mathematical models and implementing them in our systems to price and risk hedge derivatives products.About the RoleThe successful candidate will have a strong background...

  • Quantitative Developer

    hace 1 semana


    Madrid, Madrid, España bbva A tiempo completo

    Join Our Team as a Quantitative DeveloperWe are seeking a highly skilled Quantitative Developer to join our team at BBVA. As a Quantitative Developer, you will be responsible for developing mathematical models and implementing them in our systems to price and risk hedge derivatives products.About the RoleThe successful candidate will have a strong background...

  • Quantitative Developer

    hace 2 semanas


    Madrid, Madrid, España bbva A tiempo completo

    Job Title: Quantitative Developer - XVAWe are seeking a highly skilled Quantitative Developer to join our XVA team at BBVA. As a Quantitative Developer, you will be responsible for developing and implementing valuation models for XVA and Balance calculations.About the Role:Develop and implement valuation models for XVA and Balance calculationsAnalyze and...

  • Quantitative Developer

    hace 2 semanas


    Madrid, Madrid, España bbva A tiempo completo

    Job Title: Quantitative Developer - XVAWe are seeking a highly skilled Quantitative Developer to join our XVA team at BBVA. As a Quantitative Developer, you will be responsible for developing and implementing valuation models for XVA and Balance calculations.About the Role:Develop and implement valuation models for XVA and Balance calculationsAnalyze and...


  • Madrid, Madrid, España SIX A tiempo completo

    Job SummaryWe are seeking a highly skilled Quantitative Risk Analyst to join our team at SIX Clearing. As a key member of our risk management team, you will be responsible for developing and implementing quantitative risk models to ensure the resilience of our clearing operations.Key ResponsibilitiesDevelop, calibrate, and review quantitative risk models,...


  • Madrid, Madrid, España SIX A tiempo completo

    Job SummaryWe are seeking a highly skilled Quantitative Risk Analyst to join our team at SIX Clearing. As a key member of our risk management team, you will be responsible for developing and implementing quantitative risk models to ensure the resilience of our clearing operations.Key ResponsibilitiesDevelop, calibrate, and review quantitative risk models,...


  • Madrid, Madrid, España Six Group Services Ltd. A tiempo completo

    Job SummarySix Group Services Ltd. is seeking a highly skilled Quantitative Risk Analyst to join our team. As a key member of our Quantitative Risk team, you will be responsible for developing, calibrating, implementing, and reviewing quantitative risk methodologies for our Central Counterparty (CCP).About the RoleWe are looking for a professional with a...


  • Madrid, Madrid, España Six Group Services Ltd. A tiempo completo

    Job SummarySix Group Services Ltd. is seeking a highly skilled Quantitative Risk Analyst to join our team. As a key member of our Quantitative Risk team, you will be responsible for developing, calibrating, implementing, and reviewing quantitative risk methodologies for our Central Counterparty (CCP).About the RoleWe are looking for a professional with a...


  • Madrid, Madrid, España Six Group Services Ltd. A tiempo completo

    Job Title: Quantitative Risk AnalystJoin our team at Six Group Services Ltd. as a Quantitative Risk Analyst and contribute to the development of robust risk management strategies.About the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our team in Madrid. As a key member of our BME Clearing Quantitative Risk team, you will be...


  • Madrid, Madrid, España Six Group Services Ltd. A tiempo completo

    Job Title: Quantitative Risk AnalystJoin our team at Six Group Services Ltd. as a Quantitative Risk Analyst and contribute to the development of robust risk management strategies.About the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our team in Madrid. As a key member of our BME Clearing Quantitative Risk team, you will be...


  • Madrid, Madrid, España SIX A tiempo completo

    Job DescriptionRole SummarySIX is seeking a highly skilled Quantitative Risk Analyst to join our team. As a key member of our Risk Management department, you will be responsible for developing, calibrating, and implementing quantitative risk models to ensure the resilience of BME Clearing to adverse market conditions.Key ResponsibilitiesDevelop and validate...


  • Madrid, Madrid, España SIX A tiempo completo

    Job DescriptionRole SummarySIX is seeking a highly skilled Quantitative Risk Analyst to join our team. As a key member of our Risk Management department, you will be responsible for developing, calibrating, and implementing quantitative risk models to ensure the resilience of BME Clearing to adverse market conditions.Key ResponsibilitiesDevelop and validate...

  • Quantitative Developer

    hace 4 semanas


    Madrid, Madrid, España Bbva A tiempo completo

    About the RoleWe are seeking a highly skilled Quantitative Developer to join our team in Corporate and Investment Banking. As a key member of our team, you will be responsible for developing mathematical models for pricing and risk hedging derivatives products.Key ResponsibilitiesCollaborate with the Quantitative Analysis team to develop mathematical models...

  • Quantitative Developer

    hace 4 semanas


    Madrid, Madrid, España Bbva A tiempo completo

    About the RoleWe are seeking a highly skilled Quantitative Developer to join our team in Corporate and Investment Banking. As a key member of our team, you will be responsible for developing mathematical models for pricing and risk hedging derivatives products.Key ResponsibilitiesCollaborate with the Quantitative Analysis team to develop mathematical models...

  • Quantitative Developer

    hace 4 días


    Madrid, Madrid, España bbva A tiempo completo

    Join Our Team as a Quantitative DeveloperWe are seeking a highly skilled Quantitative Developer to join our team at BBVA. As a Quantitative Developer, you will be responsible for developing mathematical models and implementing them in our systems to price and risk hedge derivatives products.About the RoleThis is a unique opportunity to work with a leading...

  • Quantitative Developer

    hace 3 días


    Madrid, Madrid, España bbva A tiempo completo

    Join Our Team as a Quantitative DeveloperWe are seeking a highly skilled Quantitative Developer to join our team at BBVA. As a Quantitative Developer, you will be responsible for developing mathematical models and implementing them in our systems to price and risk hedge derivatives products.About the RoleThis is a unique opportunity to work with a leading...