Senior Model Validation Associate – Shape Market Risk

Euronext; Milano; In loco; EUR 45.000 - 65.000; Tempo pieno

Descrizione del lavoro

Euronext is seeking a Senior Associate in Model Validation to join the Model Risk LOD2 Team in Rome. You will independently validate risk models and develop Python replications to benchmark results.

The role requires 3-5 years in banking or financial services, strong Python/SQL/Julia skills, and fluency in English. You will present findings to management and interact with regulators and external consultants.

Competenze

• Master's degree in a quantitative field is required.
• Strong knowledge of financial markets and instruments.
• 3-5 years in banking or financial services; regulators or consultants ok.
• Solid grounding in market risk techniques (VaR/ES).
• Familiarity with EMIR and ESMA standards is a plus.
• Proficient in MS Office suite.
• Strong programming skills in Python/SQL/Julia; document models professionally.
• Fluent English, both spoken and written.
• Teamwork and ability to work under pressure.
• Knowledge of data providers (Bloomberg, Reuters).
• CFA and/or FRM certification preferred.

Mansioni

• Independently validate risk models used for market, credit and liquidity risk.
• Develop and maintain Python replications for margins and stress tests.
• Analyze model changes and issue recommendations/alternatives.
• Design sensitivity analyses, backtesting and stress testing.
• Validate input data and streamline data analysis and reporting.
• Liaise with Regulators on MV topics.
• Collaborate with model designers/developers and external consultants.
• Present findings and draft independent validation reports.

Conoscenze

Fluent English

Strong teamwork

Problem-solving

Communication skills

Formazione

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

Strumenti

Python

SQL

Julia

PyCharm

Excel

Descrizione del lavoro

Euronext is seeking a Senior Associate in Model Validation to join the Model Risk LOD2 Team in Rome. You will independently validate risk models and develop Python replications to benchmark results.

The role requires 3-5 years in banking or financial services, strong Python/SQL/Julia skills, and fluency in English. You will present findings to management and interact with regulators and external consultants.