Senior Model Validator - Risk & Quant Analytics

Cassa di Compensazione e Garanzia S.p.A.; Roma; On-site; EUR 41,000 - 50,000; Full time

Job summary

Euronext in Rome is seeking a Model Validation - Senior Associate to join the Model Risk LOD2 Team. You will independently validate risk models, develop and maintain Python replications, and present findings to management.

The role requires a master's in a quantitative field, 3-5 years in banking or financial services, and strong English communication. Knowledge of EMIR/ESMA is a plus; CFA/FRM preferred.

Qualifications

• Master's degree in a quantitative field.
• 3-5 years in banking/financial services; regulators/consultancy background a plus.
• Strong programming and data analysis skills (Python/SQL).

Responsibilities

• Independently validate risk models used for market, credit, and liquidity risk.
• Develop and maintain Python replications for margin and stress testing models.
• Analyze model changes with standardized methods; issue recommendations.
• Design and perform sensitivity analyses, backtesting, anti-procyclicality and stress tests.
• Validate input data and streamline data analysis/reporting processes.
• Liaise with regulators and interact with model designers/developers.

Skills

Analytical thinking

Communication skills

Teamwork

English fluency

Education

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

Tools

Python

SQL

Julia

Job description

Euronext in Rome is seeking a Model Validation - Senior Associate to join the Model Risk LOD2 Team. You will independently validate risk models, develop and maintain Python replications, and present findings to management.

The role requires a master's in a quantitative field, 3-5 years in banking or financial services, and strong English communication. Knowledge of EMIR/ESMA is a plus; CFA/FRM preferred.