Senior Quantitative Risk Analyst – CCP (Rome, Hybrid)

Euronext; Lombardia; Ibrido; EUR 50.000 - 70.000; Tempo pieno

Descrizione del lavoro

A leading financial services company based in Rome is hiring a Senior Associate in Financial Risk to independently challenge quantitative models and execute EMIR tests. This role requires a solid background in quantitative analysis and understanding of financial risk concepts. You will be involved in high-impact tasks related to model validation and risk governance, contributing to the robustness of CCP frameworks. The position offers exposure to significant stakeholders and a diverse range of asset classes.

Competenze

• Strong analytical mindset capable of questioning models and assumptions.
• Ability to work independently on complex unstructured problems.
• Experience in CCPs or financial markets is preferred.

Mansioni

• Perform independent challenge of Initial Margin and Default Fund frameworks.
• Execute EMIR-mandated tests like Backtesting and Sensitivity Analysis.
• Design quantitative controls on key risk metrics.

Conoscenze

Quantitative analysis

Risk assessment

Programming in Python

Financial risk concepts

Formazione

Degree in Mathematics, Physics, Engineering, or Quantitative Finance

Strumenti

Statistical software

Descrizione del lavoro

A leading financial services company based in Rome is hiring a Senior Associate in Financial Risk to independently challenge quantitative models and execute EMIR tests. This role requires a solid background in quantitative analysis and understanding of financial risk concepts. You will be involved in high-impact tasks related to model validation and risk governance, contributing to the robustness of CCP frameworks. The position offers exposure to significant stakeholders and a diverse range of asset classes.