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.
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, or call Sara Perez de la Cuesta at +34 91 709 56 80 .
Diversity is important to us. Therefore, we are looking to receiving applications regardless of any personal background.
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.
Ebury Group in Málaga offers a hybrid role in a dynamic fintech team focused on quantitative treasury risk modelling and analytics. The role develops advanced models, hedging strategies, and IFRS and delta attribution projects with modern Python/SQL tooling. We value creativity, collaboration, and clear communication as ...
Ready to analyse credit‑risk model performance for global securitisation deals? Want to shape data‑driven insights that guide CIB capital‑markets decisions? Looking for a role that blends quantitative research, regulatory compliance and climate‑risk analysis? INDEX 1️⃣ Who we are 2️⃣ Mission 3️⃣ What you’ll do 4️⃣ What ...
... is responsible for those decisions: who we approve, how much we extend, on what terms, and how the portfolio performs afterwards. We're looking for a Credit Risk Data Analyst to join the team in Barcelona. The portfolio we manage is growing, BNPL is coming into the European regulatory perimeter, and we're building the ...
Ebury Group in León, Spain, invites a talented Quantitative Treasury/ALM Analyst to join our Treasury team. You will develop and implement advanced risk models, support multi-currency hedging, and help IFRS valuation and delta attribution efforts. We value Python and SQL expertise, 5+ years in quantitative analysis, and ...
... transition to a sustainable energy system. As our portfolio continues to grow, we are strengthening our in-house capabilities in power market analysis, market risk management, and asset optimization. About the role We are looking for a highly analytical professional to join the Market Intelligence team, delivering actionable ...
... aggregate counterparty credit exposure at trade, counterparty and portfolio level across energy commodities, derivatives and physical contracts. - Develop quantitative models to simulate the evolution of commodity market risk factors and generate future exposure profiles and metrics, including Current Exposure, Expe]]> [{"name": ...
... Madrid Office – Hybrid: 4 days in the office, 1 day working from home per week. What you’ll do - Assist in the development and implementation of advanced quantitative risk models, including liquidity risk simulations, VaR99 calculations, and portfolio correlation analysis. - Contribute to the simulation of balance sheet ...
... hub of innovation, where we don't just follow industry norms; we redefine them. What you’ll do - Assist in the development and implementation of advanced quantitative risk models, including liquidity risk simulations, VaR99 calculations, and portfolio correlation analysis. - Contribute to the simulation of balance sheet ...
... Hands‑on experience with ServiceNow data models, Configuration Management Databases (CMDB), or ServiceNow development experience is a huge plus. - Data Governance & Risk Management: Knowledge of enterprise data governance frameworks, compliance standards, internal audit protocols, and risk management processes. - Data Transformation ...
... seeking a Senior Quantitative Treasury/ALM Risk Modelling & Analytics professional to lead advanced risk models and hedging strategies. You will work on liquidity risk simulations, VaR calculations, and multi‑currency scenarios in a hybrid office setup. Ideal candidates bring 5+ years of quantitative analysis or programming, ...
... our growing Global Credit team. This position will be available at the Asturias (Spain) site and report directly to the North America Credit Lead. The Credit Analyst will be responsible for managing a portfolio of customer accounts while supporting credit risk management, collections, order release activities, reporting, ...