Senior Quant Risk Analyst — CCP Financial Risk (Hybrid)

Euronext; Roma; Hybride; EUR 45 000 - 50 000; Plein temps

Résumé du poste

Euronext in Rome is seeking a Senior Quantitative Risk Analyst within the ROC function (LOD2) to perform independent model challenge and EMIR testing across margin, default fund and risk frameworks in a CCP context.

The role is about challenging models, not building them, and sits at the intersection of quantitative modelling, risk governance and regulatory expectations, with exposure to senior stakeholders.

Qualifications

• Degree in Mathematics, Physics, Engineering, Quantitative Finance or similar.
• Strong understanding of financial risk concepts.
• Good programming skills (Python preferred) for data analysis and modelling.

Responsabilités

• Perform independent challenge of Initial Margin, Default Fund, and stress testing frameworks across asset classes (Fixed Income, Equities, Derivatives, Commodities, Power).
• Analyse model assumptions, limitations, and behaviour under stressed and non-linear market conditions.
• Identify weaknesses and propose improvements, recalibration, or redesign.
• Contribute to structured reviews of new models, parameter changes, and new business initiatives.
• Execute and enhance EMIR-mandated tests (Backtesting, Sensitivity Analysis, Reverse Stress Testing).
• Analyse results with a critical view on model performance, stability, and procyclicality.
• Support interpretation of outcomes and escalation of key findings.
• Contribute to continuous improvement of testing frameworks and methodologies.
• Design and perform quantitative controls on margin, default fund, and key risk metrics.
• Monitor consistency, stability, and risk sensitivity of model outputs.
• Develop anomaly detection approaches (including data-driven or ML-based techniques).
• Investigate outliers and perform deep-dive analyses when needed.

Connaissances

Python programming

Data analysis

Analytical thinking

Independence

Formation

Degree in Mathematics, Physics, Engineering, Quantitative Finance or similar

Description du poste

Euronext in Rome is seeking a Senior Quantitative Risk Analyst within the ROC function (LOD2) to perform independent model challenge and EMIR testing across margin, default fund and risk frameworks in a CCP context.

The role is about challenging models, not building them, and sits at the intersection of quantitative modelling, risk governance and regulatory expectations, with exposure to senior stakeholders.