Quantitative Risk Analyst

Overview

Position: Quantitative Risk Analyst – Reference 8143

Location: Madrid (work from home up to 40% of the time)

SIX drives the transformation of financial markets and values bright minds that can help us adapt to future challenges. In this role you will develop, calibrate, implement and review quantitative risk models to ensure the resilience of SIX Clearing in adverse market conditions.

What You Will Do

• Develop, calibrate, implement, and review quantitative risk models and scenario analysis.
• Write clear model/methodology specification documents and testing results.
• Collaborate with other Clearing teams such as Financial Risk Management Clearing and SIX Clearing’s Operations.
• Advise management on risk identification, measurement, and best practices aligned with other CCPs and markets.

What You Bring

• Minimum 3 years experience in the financial markets industry, qua...