Descripción de la oferta
Responsibilities 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 strategies Ensuring that risks are appropriately quantified with legality and conformity to established regulations, as well as fostering a continued improvement in quantitative risk methodologies Developing, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure SIX Clearing resilience to adverse market conditions Ensuring that quantitative risks methodologies specifications, model behavior, and testing results are appropriately documented Close collaboration with other Clearing teams, such as Financial Risk Management Clearing, SIX Clearing’s Operations (1st line of defense) amongst others Participating in workshops and/or trainings organized either by the Group or by other Associations Staying abreast of industry quantitative risk methodologies best practices and regulatory development Qualifications Minimum of five years’ experience in quantitative risk. Experience in a CCP will be considered positively Strong quantitative background, having a MSc or PhD degree in a quantitative subject, preferably a degree in financial mathematics. CFA, FRM or CQF certifications is desirable Solid 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 recipient Ability to work independently to a high standard in set timeframes Demonstrates strong problem solving skills, a high level of ownership and a proactivity mindset Self-motivated, ability to build relationships internally and externally. Strong interpersonal skills and collaborative team player If you have any questions, please call German Lopez Arranz at . What We Offer Flexible Work Models We trust our employees and offer a work environment that is well-balanced, productive and fosters success. Personal Development You will benefit from a culture of continuous learning and feedback. Your personal growth is supported through an extensive learning offering. Agile Working Methods Whether through scrum or design thinking, we solve exciting tasks together in teams. Quantitative Risk Models Lead • Madrid, ES #J-18808-Ljbffr
