{"id":1353647,"url":"https://alion.io/job/six-quantitative-risk-analyst","title":"Quantitative Risk Analyst","company":{"id":47665,"name":"SIX","domain":"six-group.com","url":"https://alion.io/company/six","size_band":"501-1000","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"SuccessFactors","truth_index":null},"role":"Finance","role_family":"Finance","seniority":"middle","employment_type":null,"work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Madrid, Spain"],"countries":["ES"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":null,"experience_years_min":3,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"Python","optional":true}],"status":"live","first_seen_at":"2026-09-10T02:00:00Z","employer_posted_date":"2026-09-10","last_verified_at":"2026-10-01T09:07:00Z","board_verified":true,"closed_at":null,"days_open":21,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":21},"description":"BME - Bolsas y Mercados Españoles - drives the transformation of financial markets and belongs to SIX, the third largest exchange group in Europe.\nWhat 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.\n Quantitative Risk Analyst\nMadrid|Working from home up to 40%| Reference8143\nAs 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.\nWhat You Will Do\nDeveloping, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure SIX Clearing resilience to adverse market conditions\nWrite well-formulated documents of model/methodology specifications, behavior, and testing results\nClose collaboration with other Clearing teams, such as Financial Risk Management Clearing, SIX Clearing’s Operations (1st line of defense) amongst others\nAdvise 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\nWhat You Bring\nMinimum of 3 year ‘experience in the financial markets industry, Quantitative Risk or Trading area, preferably in banks\nStrong quantitative background, desirable an MSc or PhD degree in a quantitative subject, preferably a degree in financial mathematics\nBroad knowledge of financial products from bonds to cryptos. Strong understanding of derivatives products\nSolid experience with Databases and programming skills with Python as the primary language. Experience with other analytical or scripting languages is a plus\nStrong analytical, critical thinking, excellent attention to detail and problem-solving skills\nGood communication skills in English and Spanish to clearly convey ideas in front of various audiences, and concise writing skills\nIf you have any questions, check out our FAQ page or call Sara Perez de la Cuestaat +34 91 709 56 80.\nFor this vacancy we only accept direct applications in English.\nDiversity is important to us. Therefore, we are looking to receiving applications regardless of any personal background.","description_format":"text","description_chars":2623,"description_truncated":false,"requirements":{"experience_years_min":3,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":{"level":"phd","optional":true},"security_clearance":false,"languages":[{"language":"English","level":"All levels","optional":false}]},"benefits":[],"hiring_locations":[],"hiring_excludes":[],"relocation_offered":false,"industries":["Payment Processing & Gateways","Stock Exchanges & Market Infrastructure","Financial Data & Market Intelligence"],"lifecycle":[{"event":"open","at":"2026-09-27T20:50:26Z"}],"liveness":{"score":52,"band":"ok","label":"Likely open","p_open":0.9,"p_active":0.769,"p_room":0.75,"age_days":21,"expected_fill_days":30,"reasons":["conf:76","velocity","win:late"],"computed_at":"2026-10-01T05:45:00Z"},"pay":null,"html_url":"https://alion.io/job/six-quantitative-risk-analyst","json_url":"https://alion.io/job/six-quantitative-risk-analyst.json","meta":{"generated_at":"2026-10-01T09:32:23Z","cache_seconds":300,"methodology":"https://alion.io/methodology","terms":"https://alion.io/terms","contact":"https://alion.io/contact","api":"https://alion.io/developers","usage":{"tier":"crawler","counted_by":"address","units_charged":1,"used_today":176,"day_limit":5000,"remaining_today":4824,"minute_limit":60,"resets_at":"2026-10-02T00:00:00Z"}}}