Quantitative Risk Manager

16. juli 2018
26. august 2018
Bjørn Erik Graff 97055587
Leder, Spesialist

Quantitative Risk Manager - International Exchange Infrastructure

SIX operates Switzerland’s financial market infrastructure and offers on a global scale comprehensive services in the areas of securities trading, clearing and settlement, as well as financial information and payment transactions. The company is owned by its users: approximately 140 banks of various size and orientation.

Risk Management at SIX is responsible for setting best practice risk management standards, monitoring and pro-actively managing counterparty, market and liquidity risks of the Financial Market infrastructure, including the systemically relevant central counterparty and central security depository. The particular role is situated in the Quantitative Risk Management team and extends to developing and maintaining systems and models for asset classes cleared at SIX x-clear.
Quantitative Risk Manager
Main duties in the second line of defense:

  • Develop, improve and maintain risk models and procedures to manage risk for both existing and prospective clearing markets.
  • Project-based work including documentation, testing and project management.
  • Contribute in a project to develop a risk model for a new platform for central counterparty clearing.
  • Deliver ad-hoc and contribute to the development of regular risk analyses.
  • Presentation of risk models / methods and results to professional clients and regulators.

Your profile:

  • Bachelor´s degree in Mathematics, Physics or Statistics; Master´s degree preferred.
  • Two to five years of experience in risk management for financial services required, preferably for a Central Counterparty or a Central Security Depository.
  • Profound experience with data processing tools and databases as well as statistical programming languages such as MATLAB, R, Python.
  • Strong mathematical, analytical, problem solving and conceptual skills essential 
  • Strong presentation as well as communication skills, verbal and written
  • Ability to work independently to a high standard in set timeframes
  • Being comfortable to work across locations and travel occasionally
  • Self-motivated, abilty to build relationships internally and externally
  • Fluent in English, Norwegian proficiency. German skills would be an asset

Work location: Oslo, Norway

For more information about the position, please contact our recruitment partner Bjørn Erik Graff, Managing Partner at Compass Human Resources, phone: +47 970 55 587 or e-mail: beg@compass.no   


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