Quantitative Risk Models Lead

BME - Bolsas y Mercados Españoles - drives the transformation of financial markets and belongs to SIX, the third largest exchange group in Europe.

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Madrid | working from home up to 40% | Reference 7736

As Lead of the Derivatives risk models within the unit of Quantitative Risk Management at SIX, you will be a key member of our Financial Risk Management team, reporting directly to the Head of Quantitative Risk Management of SIX. Your primary responsibility is to oversee the Derivatives risk models functions, develop, calibrate, implement, document and review quantitative risk methodologies of SIX Clearing, enhancing the existing quantitative risk methodologies framework in compliance with the Regulati...