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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.
Madrid | Working from home up to 60% | Reference 6188
As the Head of Quantitative Risk of BME Clearing, you will be a key member of our BME Clearing Risk leadership team, reporting directly to the Chief Risk Officer (CRO) of BME Clearing. Your primary responsibility is to oversee the Quant risk functions, develop, calibrate, implement, document and review quantitative risk methodologies of the Central Counterparty (CCP), enhancing the existing quantitative risk methodologies framework in compliance with the EMIR Regulation, and according to the SIX Group risk policies, procedures and best practices in terms of risk management.
What You Will DoLeading and managing the CCP Quantitative risk team of BME Clearing in coordination with the Swiss Quantitative risk team, creating comprehensive quant risk methodologies, performing specific quant risk analysis, identifying potential risk and mitigation strategiesEnsuring that risks are appropriately quantified with legality and conformity to established regulations, as well as fostering a continued improvement in quantitative risk methodologiesDeveloping, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure BME Clearing resilience to adverse market conditionsEnsuring that quantitative risks methodologies specifications, behavior, and testing results are appropriately documentedClose collaboration with Risk Management, Swiss Quantitative risk, BME Clearing's Operations (1st line of defense) as well as other SIX Clearing teams, amongst othersParticipating in workshops and/or trainings organized either by the Group or by other AssociationsStaying abreast of industry quantitative risk methodologies best practices and regulatory developmentWhat You BringMinimum of five years' experience in quantitative risk and leadership. Experience in a CCP will be considered positivelyStrong quantitative background, owning an MSc or PhD degree in a quantitative subject, preferably a degree in financial mathematics. CFA, FRM or CQF certifications is desirableSolid programming skills (Python, SQL, Excel & VBS and Matlab)Strong presentation as well as communication and persuasive skills, verbal and written, both in English and Spanish; being able to tailor information timely to the appropriate level of recipientAbility to work independently to a high standard in set timeframesGood problem solving, ownership, proactivity, conceptual and organizational skillsBeing comfortable to work across locations, committed to travel every now and thenBeing able to manage, support and empower the teamSelf-motivated, ability to build relationships internally and externally. Good social skills and team work would be desirable If you have any questions, please call Yuliya Stoyko at +34 917095993 .
For this vacancy we only acceptdirect applications.
Diversity is important to us. Therefore, we are looking to receiving applications regardless of any personal background.
What We OfferFlexible Work Models
We trust our employees and offer a work environment that is well-balanced, productive and fosters success.
Personal Development
You will benefit from a culture of continuous learning and feedback. Your personal growth is supported through an extensive learning offering.
Agile Working Methods
Whether through scrum or design thinking,
we solve exciting tasks together in teams.
Provider
Description
Enabled
SAP as service provider
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