Quantitative Risk Model Developer

hace 1 mes


Madrid, Madrid, España Six A tiempo completo
Job Description

Role Summary

We 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 Responsibilities

  • Develop and maintain quantitative risk models, stress tests, and scenario analysis to identify potential risks and ensure the stability of our clearing operations.
  • Collaborate closely with Quality Risk Management, Swiss Quantitative Risk, and other SIX Clearing teams to ensure effective risk management practices.
  • Provide expert advice to management on risk identification, measurement, and mitigation strategies.
  • Develop and maintain documentation of model specifications, behavior, and testing results.

Requirements

To be successful in this role, you will need:

  • Strong analytical and problem-solving skills, with the ability to develop and maintain complex risk models.
  • Excellent communication and collaboration skills, with the ability to work effectively with cross-functional teams.
  • Strong knowledge of risk management principles and practices, with experience in quantitative risk analysis.
  • Ability to work in a fast-paced environment and adapt to changing priorities.

About Us

SIX Clearing is a leading provider of clearing and risk management services for the financial industry. We are committed to delivering high-quality services and solutions to our clients, and we are seeking talented individuals to join our team.



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