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 for the position of



 Quantitative Risk Analyst

Madrid | working from home up to 60% | Reference 5286


BME is the infrastructure of all the securities markets and financial systems in Spain and is owned by SIX.


Are you working as a professional in the financial sector? Are you interested in the world of markets and have experience in Quantitative Risk in the Financial Markets industry? Then this is your chance to join BME as a Quant Risk Analyst. We are looking for a responsible, proactive, organized, thorough, analytical and decisive person, used to working in a team and with experience in Quant Risk analytics for cash and derivatives products with special interest in the Crypto ecosystem to join our team.

The ideal candidate will demonstrate Quant research skills in Market and Credit Risk Modeling alongside Quant Modeling skills such as statistics, numerical optimization & software engineering skill set and be excited by the opportunity to understand and solve complex quantitative problems.



What You Will Do

  • risk models design, development, implementation, and tests
  • risk parameters and metrics calculation and analysis (Initial Margin, Stress Test, Back Test, sensitivity...)
  • write well-formulated documents of model/methodology specifications, behavior, and testing results
  • provide support to 1st line of defense, other areas of BME and Members of the CCP
  • 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

  • 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)
  • strong analytical, critical thinking, excellent attention to detail and problem-solving skills
  • minimum of 2 years of proven experience in risk departments, quantitative area, preferably in banks
  • broad knowledge of financial products from bonds to Cryptos. Strong understanding of derivatives products
  • 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 German Lopez Arranz at +34 91 709 5771.


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. 

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.