Descripción de la oferta
ResponsibilitiesDé el siguiente paso en su carrera profesional ahora: desplácese hacia abajo para leer la descripción completa del puesto y envíe su solicitud.Leading and managing the Spanish quantitative risk models of SIX Clearing, creating comprehensive quant risk methodologies, performing specific quant risk analysis, identifying potential risk and mitigation strategiesEnsuring that risks are appropriately quantified with legality and conformity to established regulations, as well as fostering a continued improvement in quantitative risk methodologiesDeveloping, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure SIX Clearing resilience to adverse market conditionsEnsuring that quantitative risks methodologies specifications, model behavior, and testing results are appropriately documentedClose collaboration with other Clearing teams, such as Financial Risk Management Clearing, SIX Clearing’s Operations (1st line of defense) amongst othersParticipating in workshops and/or trainings organized either by the Group or by other AssociationsStaying abreast of industry quantitative risk methodologies best practices and regulatory developmentQualificationsMinimum of five years’ experience in quantitative risk. Experience in a CCP will be considered positivelyStrong quantitative background, having a MSc or PhD degree in a quantitative subject, preferably a degree in financial mathematics. CFA, FRM or CQF certifications is desirableSolid experience with Databases programming skills (Python, SQL, Excel & VBS and Matlab)Strong presentation as well as communication and persuasive skills, verbal and written, both in English and Spanish; being able to tailor information timely to the appropriate level of recipientAbility to work independently to a high standard in set timeframesDemonstrates strong problem solving skills, a high level of ownership and a proactivity mindsetSelf-motivated, ability to build relationships internally and externally. Strong interpersonal skills and collaborative team playerIf you have any questions, please call German Lopez Arranz at 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.Quantitative Risk Models Lead • Madrid, ES#J-18808-Ljbffr
