Quantitative Risk Analyst

SIX Group is hiring a Quantitative Risk Analyst. Level rates it ; you can apply on SIX Group.

Level's read on this job

On Level's scale, this role is Little AI ●○○○: aI is not part of the work.
Level classifies it as a mid-level role.
Level lists 89 other open roles at SIX Group.

AI in this role

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.

How we rate this

Quantitative Risk Analyst at SIX Group rates 33 out of 100 for how much of the daily work is AI. That makes it Little AI (AI Level 1 of 4). The level is about AI in the job, not seniority.

Classification

Little AI. AI is not part of the work.

●●●● Builds AI80 to 100
●●●○ Works on AI60 to 79
●●○○ Uses AI40 to 59
●○○○ Little AI0 to 39

Levels come from how often the tools, models and workflows of the role are named in the posting itself. Read the description and count the AI tools, models and workflows it names.