Senior Model Validation Specialist - Risk & Quant Analytics

Euronext; Roma; On-site; EUR 60,000 - 80,000; Full time

Job summary

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.

Qualifications

• 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.

Responsibilities

• 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.

Skills

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

Education

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

Job description

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.