Job 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...