Euronext Clearing- Model validation senior specialist

Euronext; Roma; In loco; EUR 60.000 - 80.000; Tempo pieno

Descrizione del lavoro

A financial services company in Rome is seeking a Model validation senior specialist to validate risk models used to measure various risks. This role requires a Master's degree in a quantitative field, fluency in English, and 5-7 years' experience in the financial sector. You will conduct analyses, provide recommendations, and interact with regulators. The position values strong analytical skills and teamwork within a diverse and respectful environment.

Competenze

• 5-7 years of experience in banking or financial services, including regulators or consultancy firms.
• Strong knowledge of financial markets and instruments.
• Knowledge of info providers such as Bloomberg and Reuters.

Mansioni

• Independently validate risk models for market, credit, and liquidity risk.
• Analyse changes to models and issue recommendations.
• Conduct sensitivity analysis, backtesting, and stress testing.
• Implement process improvements for data analysis and reporting.
• Liaise with Regulators on MV topics.
• Interact with model designers.
• Present findings to management.

Conoscenze

Strong analytical skills

Proficiency in Microsoft Office

Fluency in English

Strong programming knowledge (e.g., Matlab, Python, SQL, Julia, C++)

Critical thinking

Problem-solving attitude

Ability to work under pressure

Teamwork

Excellent communication skills

Formazione

Master's Degree in Quantitative Finance, Engineering, Mathematics, Statistics, Physics or equivalent

Descrizione del lavoro

Join us as a Model validation senior specialist!

Are you ready to shape the future of capital markets? We are looking for a Model validation senior specialist to join the Model Risk LOD2 Team in Rome. This is a position offering an exciting opportunity to contribute to our mission.

Key accountabilities

• Independently validate the risk models designed by LoD1 Risk used to measure market, credit risk and liquidity risk
• Timely analyse significant changes to a model through a standardized approach and issue recommendations/suggest alternatives
• Development and analysis of sensitivity analysis, backtesting and stress testing
• Input data validation, implement process improvements to streamline data analysis and reporting
• Liaise with Regulators for MV topics
• Interact effectively with model designer and model developers
• Presenting findings and recommendations to management and stakeholders

Additional activities

• Draft technical specifications in the area of Credit and Counterparty risk (Basel III) following the launch of new products

Knowledge, Skills and Experience Required

• Master's Degree in Quantitative Finance, Engineering, Mathematics, Statistics, Physics or equivalent
• Strong knowledge of financial markets and instruments, pricing, risk indicators
• 5-7 years of work experience in the banking or financial services industry, including regulators or consultancy firms
• Proficiency in Microsoft Office package
• Strong knowledge of programming languages (e.g. Matlab, Python, SQL, Julia, C++…)
• Strong analytical skills, critical thinking and problem solving attitude
• Fluency in both spoken and written English
• Strong attitude to teamwork and ability to work well under pressure
• Excellent communication skills and outcome oriented
• Knowledge of info providers (Bloomberg, Reuters)

We are proud to be an equal opportunity employer. We do not discriminate against individuals on the basis of race, gender, age, citizenship, religion, sexual orientation, gender identity or expression, disability, or any other legally protected factor. We value the unique talents of all our people, who come from diverse backgrounds with different personal experiences and points of view and we are committed to providing an environment of mutual respect.