SIX drives the transformation of financial markets.
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
SIX operates the infrastructure underpinning the Swiss financial sector and offers a comprehensive range of services around the world in the fields of securities trading and settlement, financial information and payment transactions.
We drive the transformation of the financial markets. That’s why we invest in bright minds, in their ideas, knowledge and development. We do that by combining our best sides. If you would like to find out why stability makes us so agile, why experience makes us so curious and why empathy makes us so impactful, apply now for the position of Quantitative Risk Analyst.
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 (Python, Matlab and VBS)
- 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.
Diversity is important to us. Therefore, we are looking to receiving applications regardless of any personal background.