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Quantitative Risk Analyst

Hybrid in Las Rozas·Added 29 days ago (last checked 6 Nov)

BME | Bolsas y Mercados Españoles

20 open roles

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Our summary

Work mode: Hybrid, Las Rozas
Spanish: Intermediate
English: Required
Experience: 3+ years

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Skills

Nice to have

Requirements

What we're looking for

Minimum of 3 year 'experience in the financial markets industry, Quantitative Risk or Trading area, preferably in banks
Strong quantitative background, desirable an MSc or PhD degree in a quantitative subject, preferably a degree in financial mathematics
Broad knowledge of financial products from bonds to cryptos. Strong understanding of derivatives products
Solid experience with Databases and programming skills with Python as the primary language. Experience with other analytical or scripting languages is a plus
Strong analytical, critical thinking, excellent attention to detail and problem-solving skills
Good communication skills in English and Spanish to clearly convey ideas in front of various audiences, and concise writing skills

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 in English.

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

The role

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.

What you'll do

Developing, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure SIX Clearing resilience to adverse market conditions
Write well-formulated documents of model/methodology specifications, behavior, and testing results
Close collaboration with other Clearing teams, such as Financial Risk Management Clearing, SIX Clearing's Operations (1st line of defense) amongst others
Advise management on the identification and measurement of the different risks faced by SIX Clearing, as well as on the introduction of good practices in line with other CCPs and markets

Quantitative Risk Analyst

Madrid | Working from home up to 40% | Reference 8143

As Quantitative Risk Analyst of SIX Clearing, you will be a key member of our Financial Quantitative Risk Management team. Your primary resposibility is to develop, calibrate, implement and review quantitative risk methodologies of SIX Clearing, enhancing the existing quantitative risk methodologies framework in compliance with the Regulation, and according to the SIX Group risk policies, procedures and best practices in terms of risk management.

Hiring process

Application review, then generally two to three interviews, online or in person; some roles add a case study or an individual assessment 3 interviews

SIX aims to respond to every application within two weeks.
Only direct applications through the careers website are considered.

About BME | Bolsas y Mercados Españoles

BME | Bolsas y Mercados Españoles is the operator of the Spanish stock exchanges and financial markets, including the Madrid, Barcelona, Bilbao, and Valencia exchanges, as well as clearing and settlement systems. It is a key player in the Spanish financial infrastructure, providing trading, listing, and market data services. As part of the SIX Group since 2020, BME operates within a larger European financial services ecosystem, with a strong focus on technology and innovation in capital markets.

BME is headquartered in Madrid, where it maintains its main operations and a significant technology hub. The company offers a dynamic work environment at the intersection of finance and technology, with roles spanning IT, cybersecurity, data engineering, legal, and compliance. For international professionals, BME provides an opportunity to work in a leading European exchange group, with exposure to global financial markets and the backing of SIX Group. The company values technical expertise and offers roles that often require English, and sometimes German, making it accessible to international talent.

Industry: Financial Markets
Founded: 2002
Employees: 1,000–5,000
Headquarters: Madrid, Spain
In Spain: Madrid

Good to know if you are moving

BME is part of SIX Group, a Swiss company, offering opportunities for cross-border career moves within Europe.
The company is a key player in the Spanish financial market, providing a stable and regulated work environment.
Many roles require English, and some also require German, making it suitable for international professionals.
BME offers a range of technology and legal roles, ideal for those with expertise in financial services.
Madrid is a vibrant city with a high quality of life, and BME is centrally located in the financial district.

All open roles at BME | Bolsas y Mercados Españoles