Leading and managing the Spanish quantitative risk models of SIX Clearing, creating comprehensive quant risk methodologies, performing specific quant risk analysis, identifying potential risk and mitigation strategies
Ensuring that risks are appropriately quantified with legality and conformity to established regulations, as well as fostering a continued improvement in quantitative risk methodologies
Developing, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure SIX Clearing resilience to adverse market conditions
Ensuring that quantitative risks methodologies specifications, model behavior, and testing results are appropriately documented
Close collaboration with other Clearing teams, such as Financial Risk Management Clearing, SIX Clearing’s Operations (1st line of defense) amongst others