Euronext Clearing - Quantitative Risk management analyst

Cassa di Compensazione e Garanzia; Roma; In loco; EUR 50.000 - 70.000; Tempo pieno

Descrizione del lavoro

A leading financial services provider in Italy is looking for a Quantitative Risk Manager to design and implement risk management models. The ideal candidate will have a Master's degree in a relevant field and experience in quantitative market risk management. This full-time position requires proficiency in English and programming skills in Python and SQL. The role involves daily monitoring of risks and collaboration with various internal and external stakeholders.

Competenze

• Master's degree in Quantitative Finance, Mathematics, Physics, or Statistics.
• Previous experience in Quantitative Market Risk Management is preferred.
• Proficiency in English is required.

Mansioni

• Design and implement risk models to manage market and liquidity risk.
• Daily monitoring and enhancement of the CCP's risk assessments.
• Support Clearing Members and report to stakeholders.

Conoscenze

Quantitative finance

Risk management

Data analysis

Python

SQL

Microsoft Office

Analytical skills

Problem solving

Formazione

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

Strumenti

Git

Jira

ISO 27001

Microsoft Access

Descrizione del lavoro

Overview

Euronext Clearing the Euronexts 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). The company offers a job opportunity as Quantitative Risk Manager (LOD 1).

Responsibilities

• Design, implement, daily monitoring and potential enhancement of the risk models and tools aimed at tackling most of the risks the CCP faces (mainly Market risk of the Clearing Members portfolios in turn 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 CCPs 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

• Masters Degree in Quantitative Finance Mathematics / Physics / Statistics applied to Finance or equivalent
• Previous experience 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.

Additional Information

This job description is only describing the main activities within a certain role and is not exhaustive. It does not prevent to add more tasks projects.

Required Experience : IC

Key Skills

ISO 27001,Microsoft Access,Risk Management,Financial Services,PCI,Risk Analysis,Analysis Skills,COBIT,NIST Standards,SOX,Information Security,Data Analysis Skills

Employment Type : Full-Time

Experience : years

Vacancy : 1