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

What sets us apart drives us ahead: between local roots and global relevance, we are a unique blend of tradition and future, of foundation and growth. We value bright minds and inspire them to grow with their ideas. Come and shape the future of finance with us.

 Quantitative Risk Models Lead

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 Regulation, and according to SIX Group risk policies, procedures and best practices in terms of risk management.

If you have any questions, check out our FAQ page or call Sara Perez de la Cuesta at +34 91 709 56 80.

For this vacancy we only accept direct applications.

Diversity is important to us. Therefore, we are looking to receiving applications regardless of any personal background.