Quantitative Risk Models Lead

Responsibilities

• Leading and managing the Spanish quantitative risk models of SIX Clearing, creating comprehensive quant risk methodologies, performing specific quant risk analysis, identifying potential risk and mitigation strategies
• Ensuring that risks are appropriately quantified with legality and conformity to established regulations, as well as fostering a continued improvement in quantitative risk methodologies
• Developing, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure SIX Clearing resilience to adverse market conditions
• Ensuring that quantitative risks methodologies specifications, model behavior, and testing results are appropriately documented
• Close collaboration with other Clearing teams, such as Financial Risk Management Clearing, SIX Clearing’s Operations (1st line of defense) amongst others
• Participating in workshops and/or training...