Descripción de la oferta
Experteer Overview
As Lead of the Derivatives risk models within Quantitative Risk Management at SIX, you will oversee and advance SIX Clearing's quantitative risk methodologies. You will calibrate, implement, and document risk models, ensuring regulatory alignment and adherence to risk policies. You’ll collaborate with Clearing teams to strengthen resilience under stress and adverse scenarios. You bring strong communication skills to present methodologies and outcomes to diverse stakeholders. This role offers impact across a regulated market infrastructure with continuous learning and growth.
Compensaciones / Beneficios
• Lead Spanish quantitative risk models for SIX Clearing and develop comprehensive risk methodologies
• Calibrate, implement, and review quantitative risk models, stress tests, back-tests, and scenario analyses
• Document model specifications, behavior, and testing results
• Ensure regulatory compliance and alignment with SIX Group risk policies
• Collaborate with Clearing teams and Operations (1st line of defense)
• Participate in workshops and trainings; stay updated on industry practices and regulation changes
Responsabilidades
• Minimum five years' experience in quantitative risk
• MSc or PhD in a quantitative subject (financial mathematics preferred)
• CFA, FRM, or CQF desirable
• Strong programming with Python, SQL, Excel, VBS, Matlab
• Strong presentation and communication skills in English and Spanish
• Ability to work independently and meet tight deadlines
• Strong problem-solving, ownership, and proactive mindset
• Strong interpersonal skills and teamwork abilities
Requisitos principales
• Flexible Work Models
• Personal Development
• Agile Working Methods
