Quantitative Risk Model Developer

hace 1 semana


Madrid, Madrid, España SIX A tiempo completo
Job Description

Key Responsibilities

  • Design, 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, Swiss Quantitative Risk, BME Clearing's Operations, and other SIX Clearing teams.
  • Provide risk management advice to management on identifying and measuring risks faced by the CCP, as well as introducing good practices aligned with other CCPs and markets.

About the Role

This role requires a strong understanding of quantitative risk models and their application in a clearing environment. The successful candidate will be responsible for developing and maintaining risk models, collaborating with cross-functional teams, and providing risk management advice to management.



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