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
What You Bring
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 financ...
Ready to Apply?
Submit your application for Quantitative Risk Analyst at SIX