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Quantitative Risk Models Lead

SIX
Full-time Madrid, Community of Madrid Mathematical Science Occupations
Posted:
June 07, 2026
Location:
Madrid, Community of Madrid, Spain

Job Description

What You Will Do


  • Leading and managing the Spanish quantitative risk models of SIX Clearing, creating comprehensive quant risk methodologies, performing specific quant risk analysis, identifying potential risk and mitigation strategies

  • Ensuring that risks are appropriately quantified with legality and conformity to established regulations, as well as fostering a continued improvement in quantitative risk methodologies

  • Developing, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure SIX Clearing resilience to adverse market conditions

  • Ensuring that quantitative risks methodologies specifications, model behavior, and testing results are appropriately documented

  • Close collaboration with other Clearing teams, such as Financial Risk Management Clearing, SIX Clearing’s Operations (1st line of defense) amongst others

  • Participating in workshops...

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    Job Overview

    Job Type: Full-time
    Location: Madrid, Spain
    Posted: June 07, 2026
    Deadline: July 17, 2026