Job Description

What You Will Do


  • Developing, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure SIX Clearing resilience to adverse market conditions 

  • Write well-formulated documents of model/methodology specifications, behavior, and testing results 

  • Close collaboration with other Clearing teams, such as Financial Risk Management Clearing, SIX Clearing’s Operations (1st line of defense) amongst others 

  • Advise management on the identification and measurement of the different risks faced by SIX Clearing, as well as on the introduction of good practices in line with other CCPs and markets.

    • What You Bring

  • 6 months to 1 year experience in the financial markets industry, Quantitative Risk or Trading area, preferably in banks

  • Strong quantitative background, desirable an MSc or PhD degree in a quantitative subject, preferably a degree in fi...

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