Descripción de la oferta
BME - Bolsas y Mercados Españoles - drives the transformation of financial markets and belongs to SIX, the third largest exchange group in Europe.¿Está pensando en solicitar este empleo? No se demore, desplácese hacia abajo y envíe su solicitud lo antes posible para no perder la oportunidad.What sets us apart drives us ahead: between local roots and global relevance, we are a unique blend of tradition and future, of foundation and growth. We value bright minds and inspire them to grow with their ideas. Come and shape the future of finance with us.Madrid | working from home up to 40% | Reference 7735As Quantitative Risk Analyst of SIX Clearing, you will be a key member of our Financial Quantitative Risk Management team. Your primary responsibility is to develop, calibrate, implement and review quantitative risk methodologies of SIX Clearing, enhancing the existing quantitative risk methodologies framework in compliance with the Regulation, and according to the SIX Group risk policies, procedures and best practices in terms of risk management.What You Will DoDeveloping, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure SIX Clearing resilience to adverse market conditionsWrite well-formulated documents of model/methodology specifications, behavior, and testing resultsClose collaboration with other Clearing teams, such as Financial Risk Management Clearing, SIX Clearing’s Operations (1st line of defense) amongst othersAdvise 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 Bring6 months to 1 year experience in the financial markets industry, Quantitative Risk or Trading area, preferably in banksStrong quantitative background, desirable an MSc or PhD degree in a quantitative subject, preferably a degree in financial mathematicsBroad knowledge of financial products from bonds to cryptos. Strong understanding of derivatives products. Desirable knowledge on IRS productsSolid experience with databases and programming skills (Python, Matlab and VBS)Strong analytical, critical thinking, excellent attention to detail and problem‑solving skillsGood communication skills in English and Spanish to clearly convey ideas in front of various audiences, and concise writing skills.If you have any questions,check out our FAQ pageor call German Lopez Arranz at For this vacancy we only acceptdirect applications.Diversity is important to us. Therefore, we are looking to receiving applications regardless of any personal background.What We OfferFlexible Work ModelsWe trust our employees and offer a work environment that is well-balanced, productive and fosters success.Personal DevelopmentYou will benefit from a culture of continuous learning and feedback. Your personal growth is supported through an extensive learning offering. xcskxlj Agile Working MethodsWhether through scrum or design thinking,we solve exciting tasks together in teams.#J-18808-Ljbffr
