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Quantitative Risk Models Lead

SIX

remote, romblon, Philippines Full-time June 09, 2026
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Vacancy Description

madrid, Spain Company: JR Spain Client / Employer: SIX

Posted:

Job reference:

Job Information

Location: Madrid, Spain

Client / Employer: SIX

Job reference:

Listing type: Basic

EU work permit required: No

Posted: | Expired:

What You Will Do

  • Lead and manage the Spanish quantitative risk models of SIX Clearing, creating comprehensive quantitative risk methodologies, performing specific quantitative risk analysis, identifying potential risk and mitigation strategies
  • Ensure that risks are appropriately quantified with legality and conformity to established regulations, while fostering continued improvement in quantitative risk methodologies
  • Develop, calibrate, implement and review quantitative risk models, perform stress- and back-tests, scenario analysis to ensure SIX Clearing resilience to adverse market conditions
  • Document quantit...

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