Euronext Clearing - Quantitative Risk management analyst

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

Descrizione del lavoro

A leading financial services firm based in Italy is seeking a Quantitative Risk Manager. You will design risk models, monitor market risks, and support Clearing Members. A Master's Degree in Quantitative Finance and 4-5 years of relevant experience are required. Proficiency in Python and SQL is preferred. This role provides the opportunity to work in a dynamic environment with a focus on risk management in financial markets.

Competenze

• Master's Degree in Quantitative Finance or equivalent.
• 4-5 years of experience in Quantitative Risk Management.
• Good knowledge of financial markets and instruments.
• Proficiency in English required.
• Preferable programming skills in Python and SQL.

Mansioni

• Design and implement risk models and tools.
• Monitor EMIR tests: Back Test, Stress Test, Sensitivity Test.
• Support Clearing Members and report to stakeholders.
• Interact with business lines and regulatory authorities.

Conoscenze

Quantitative analysis

Risk management

Financial markets knowledge

Python programming

SQL programming

Analytical skills

Problem-solving skills

Communication skills

Formazione

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

Strumenti

Microsoft Office suite

Git

Jira

Descrizione del lavoro

Quantitative Risk Manager (LOD 1)

Euronext Clearing, the Euronext's Central CounterParty based in Italy, is a multi-asset clearing house that provides proven risk management services on a number of European markets. Cleared asset classes include equities, ETPs, financial and commodity derivatives and bonds (cash and repo markets).

Responsibilities

• Design, implementation, daily monitoring and potential enhancement of the risk models and tools aimed at tackling most of the risks the CCP faces:
  • Market risk of the Clearing Members' portfolios, mainly reflected by Margins and Default Fund contribution quotas
  • Market risk of the collateral posted by Clearing Members
  • Liquidity risk of the CCP
  • Market risk of the CCP's investment portfolio
• Daily monitoring and potential enhancement of the EMIR tests:
  • Back Test
  • Stress Test
  • Sensitivity Test
  • Reverse Stress Test
• Daily monitoring of the markets and the CCP
• Daily support to the Clearing Members
• Periodical reporting to internal/external stakeholders
• Interactions with Euronext business lines
• Interactions with Supervising Authorities
• Interactions with interoperable CCPs

Your Profile

• Master's Degree in Quantitative Finance, Mathematics/Physics/Statistics applied to Finance or equivalent
• Previous experience of 4-5 years in Quantitative market Risk Management within banks/financial contexts (nice to have: CCPs)
• Good knowledge of financial markets and instruments
• Proficiency in English
• Programmer mindset (preference for Python and SQL programming languages, Git version control software, Jira task management software)
• Good knowledge of Microsoft Office suite
• Good analytical and problem solving skills
• Ability to work in team
• Good attitude towards working simultaneously on multiple tasks often with tight deadlines/under pressure in an accurate manner
• Proactive behaviour

Optional requirements

• Good knowledge of French language
  

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.