SIX gestiona infraestructuras de los mercados financieros: servicios bursátiles, servicios de valores y datos financieros. En España incluye BME.
Quantitative Risk Analyst
Au sein de l’équipe de gestion quantitative des risques financiers de SIX Clearing, vous développerez et évaluerez des modèles de risque, des tests de résistance et des analyses de scénarios. Le poste est basé à Las Rozas de Madrid et permet de travailler à domicile jusqu’à 40 % du temps. Les missions comprennent la rédaction de spécifications méthodologiques et le conseil à la direction sur l’identification et la mesure des risques.
Datos sobre SIX Group
- Dominio oficial
- six-group.com
- Ofertas abiertas
- 120
Detalles de la oferta
La descripción completa publicada por SIX Group.
Description de l’offre
BME - Bolsas y Mercados Españoles - drives the transformation of financial markets and belongs to SIX, the third largest exchange group in Europe. 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.
Quantitative Risk Analyst Madrid | Working from home up to 40% | Reference 8143 As Quantitative Risk Analyst of SIX Clearing, you will be a key member of our Financial Quantitative Risk Management team. Your primary resposibility 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 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
Minimum of 3 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 financial mathematics
- Broad knowledge of financial products from bonds to cryptos. Strong understanding of derivatives products
- Solid experience with Databases and programming skills with Python as the primary language. Experience with other analytical or scripting languages is a plus
- Strong analytical, critical thinking, excellent attention to detail and problem-solving skills
- Good 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 page or call Sara Perez de la Cuesta at +34 91 709 56 80 . For this vacancy we only accept direct applications in English. Diversity is important to us. Therefore, we are looking to receiving applications regardless of any personal background.
Requisitos
- Strong quantitative background
- Broad knowledge of financial products
- Strong understanding of derivatives products
- Solid experience with Databases
- Strong analytical, critical thinking, excellent attention to detail and problem-solving skills
- Good communication skills in English and Spanish
- Concise writing skills
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