BME belongs to SIX, the third largest exchange group in Europe. 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.
Quantitative Risk Analyst
Madrid | Working from home up to 60% | Reference 5982
As Quantitative Risk Analyst of BME Clearing, you will be a key member of our BME Clearing Quantitative Risk team. Your primary resposibility is to develop, calibrate, implement and review quantitative risk methodologies of the Central Counterparty (CCP), enhancing the existing quantitative risk methodologies framework in compliance with the EMIR 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 BME Clearing resilience to adverse market conditions
- write well-formulated documents of model/methodology specifications, behavior, and testing results
- close collaboration with Risk Management, BME Clearing’s Operations (1st line of defense) as well as other SIX Clearing teams, amongst others
- advise management on the identification and measurement of the different risks faced by the CCP, as well as on the introduction of good practices in line with other CCPs and markets
What You Bring
- minimum 2 years of experience in financial markets, Quantitative Risk or Trading area, preferably in banks
- strong quantitative background, owning an MSc or PhD degree in a quantitative subject, preferably a degree in financial mathematics
- solid programming skills (Python, Matlab, R, VBS)
- broad knowledge of financial products from bonds to cryptos. Strong understanding of derivatives products
- 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, please call Yuliya Stoyko at +34 917095993.
For this vacancy we only accept direct applications only in English.
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.