SIX – Infrastructure, Data & Services for Finance is looking for a Quantitative Risk Analyst to join our team in Madrid. In this role, you will be a key member of the Financial Quantitative Risk Management team at SIX Clearing. Your primary responsibility is to develop, calibrate, implement, and review quantitative risk methodologies, enhancing our framework to ensure compliance with regulation and align with SIX Group risk policies and best practices.
What You'll Do
- Develop, calibrate, implement, and review quantitative risk models, stress tests, back-tests, and scenario analysis to ensure SIX Clearing's resilience to adverse market conditions.
- Write well-formulated documents detailing model and methodology specifications, behavior, and testing results.
- Collaborate closely with other Clearing teams, including Financial Risk Management Clearing and SIX Clearing’s Operations.
- Advise management on identifying and measuring the different risks SIX Clearing faces, and on introducing good practices aligned with other CCPs and markets.
What We're Looking For
- A minimum of 1 year of experience in the financial markets industry, Quantitative Risk, or Trading.
- Broad knowledge of financial products, from bonds to cryptos, with a strong understanding of derivatives.
- Solid experience with databases and programming skills in Python, Matlab, and VBS.
- Strong analytical, critical thinking, and problem-solving skills with excellent attention to detail.
- Good communication skills in English and Spanish to clearly convey ideas to various audiences, and concise writing skills.
Nice to Have
- Experience preferably in banks.
- An MSc or PhD degree in a quantitative subject, preferably financial mathematics.
- Knowledge of IRS products.
Technical Stack
- Python
- Matlab
- VBS
Team & Environment
You will join the Financial Quantitative Risk Management team within SIX Clearing, working closely with various clearing teams.
Work Mode
This position follows a hybrid work model and is based in Madrid.
Diversity is important to us. Therefore, we welcome applications regardless of any personal background.
