Quantitative Risk Models Lead

Madrid, Community of Madrid, Spain • Posted June 03, 2026

Job Type: Full-time

Location: Madrid, Community of Madrid

Posted: June 03, 2026

Category: Mathematical Science Occupations

Application Deadline: July 13, 2026

Role 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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