Quantitative Risk Model Developer
hace 1 mes
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.
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