(Md-064) | Head Quantitative Risk Bme Clearing

.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.Head Quantitative Risk BME Clearing Madrid | Working from home up to 60% | Reference 6188As 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 Bring Minimum 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