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Quantitative Risk Specialist

hace 2 meses

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

Job Summary

Six 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 Role

We are looking for a professional with a strong background in financial mathematics and a minimum of 3 years' experience in the financial markets industry, preferably in banks. Your expertise should include:

  • Broad knowledge of financial products, including bonds, cryptos, and derivatives.
  • Strong understanding of interest rate swap (IRS) products.
  • Experience with databases and programming skills in Python, Matlab, and VBS.
  • Excellent analytical, critical thinking, and problem-solving skills.
  • Good communication skills in English and Spanish.

Key Responsibilities

As a Quantitative Risk Analyst, you will be responsible for:

  • Developing, calibrating, implementing, and reviewing quantitative risk models, stress- and back-tests, and scenario analysis to ensure our CCP's resilience to adverse market conditions.
  • Writing well-formulated documents of model/methodology specifications, behavior, and testing results.
  • Collaborating closely with Quality Risk Management, Swiss Quantitative Risk, and other SIX Clearing teams.
  • Advising management on the identification and measurement of risks faced by the CCP and introducing good practices in line with other CCPs and markets.

What We Offer

We value diversity and are committed to creating an inclusive work environment. We welcome applications from candidates with diverse backgrounds.