Senior Quantitative Risk Analyst – CCP Model Challenge

Euronext; Roma; Ibrido; EUR 45.000 - 50.000; Tempo pieno

Descrizione del lavoro

Euronext in Rome (Hybrid) is seeking a Senior Quantitative Risk Analyst – Financial Risk (LOD2, CCP) to join the ROC function. You will focus on independent model challenge, EMIR regulatory testing, and controls across margin, default fund, and risk frameworks.

This is a high‑impact role where you will assess and challenge models, participate in governance, and contribute to continuous improvement of testing methodologies. Strong mathematical background and Python skills are essential.

Competenze

• Requires degree in Mathematics, Physics, Engineering, Quantitative Finance or similar.
• Strong understanding of financial risk concepts.
• Excellent analytical mindset with ability to question models and assumptions.
• Proficient Python programming for data analysis and modelling.

Mansioni

• Model Challenge: perform independent challenge of margin, default fund, and stress-testing frameworks across asset classes.
• EMIR Tests & Quantitative Validation: execute EMIR-mandated tests and analyze results for stability and procyclicality.
• Controls & Risk Monitoring: design quantitative controls on risk metrics and monitor model outputs.
• Other responsibilities: contribute to regulatory monitoring and development of analytics tools and dashboards.

Conoscenze

Python programming

Analytical mindset

Independent problem solving

Strong understanding of financial risk

Formazione

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

Strumenti

Python

Descrizione del lavoro

Euronext in Rome (Hybrid) is seeking a Senior Quantitative Risk Analyst – Financial Risk (LOD2, CCP) to join the ROC function. You will focus on independent model challenge, EMIR regulatory testing, and controls across margin, default fund, and risk frameworks.

This is a high‑impact role where you will assess and challenge models, participate in governance, and contribute to continuous improvement of testing methodologies. Strong mathematical background and Python skills are essential.