Euronext Clearing - Risk Manager

Euronext; Roma; In loco; EUR 60.000 - 90.000; Tempo pieno

Descrizione del lavoro

Euronext Clearing seeks a Senior Risk Manager in Rome to oversee risk models, liquidity, and credit risks for a multi-asset clearing house. The ideal candidate will have extensive experience in risk management and a Master's degree in a relevant field. Proficiency in programming, particularly Python and SQL, along with strong analytical skills are essential.

Competenze

• 5-7 years of experience in Risk Management within financial sectors.
• Good proficiency in English.
• Optional: Good knowledge of French.

Mansioni

• Design, implement, and monitor risk models and tools.
• Conduct EMIR tests and report findings.
• Support Clearing Members and interact with stakeholders.

Conoscenze

Problem Solving

Analytical Skills

Proactive Behaviour

Teamwork

Knowledge of Financial Markets

Formazione

Master’s Degree in Finance/Quantitative Finance/Mathematics

Strumenti

Python

SQL

Microsoft Office

Descrizione del lavoro

Social network you want to login/join with:

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). The company offers a job opportunity as Senior Risk Manager (LOD 1).

The Senior Risk Manager (LOD 1) will be accountable for (some of/all) the following activities:

• Design, implementation, daily monitoring and potential enhancement of the risk models and tools aimed at tackling 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 CCP’s investment portfolio
  • Credit risk of the Clearing Members and the other CCP’s counterparties
• 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

The ideal candidate has:

• Master’s Degree in Finance, Quantitative Finance, Mathematics/Physics/Statistics applied to Finance or equivalent
• 5-7 years of previous experience in Risk Management within banks/financial contexts
• Good knowledge of financial markets and instruments
• Proficiency in English
• Good knowledge of Microsoft Office suite
• Programmer mindset (preference for Python and SQL programming languages)
• 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

W e 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.