Quantitative Risk Modeling Specialist

hace 1 mes


Madrid, Madrid, España SIX A tiempo completo
Job Description

Role Summary

SIX 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 Responsibilities

  • Develop and validate quantitative risk models, stress- and back-tests, and scenario analysis to ensure the robustness of BME Clearing's risk management framework.
  • Collaborate closely with Quality Risk Management, Swiss Quantitative Risk, and other SIX Clearing teams to ensure effective risk management practices.
  • Advise management on the identification and measurement of risks faced by the Central Counterparty (CCP) and provide recommendations for the introduction of good practices in line with other CCPs and markets.
  • Contribute to the development of well-formulated documents outlining model/methodology specifications, behavior, and testing results.

Requirements

  • Strong background in quantitative risk management and modeling.
  • Excellent analytical and problem-solving skills.
  • Ability to communicate complex technical concepts effectively.
  • Collaborative mindset and strong team player.


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