Senior Quantitative Risk Analyst – CCP (Rome, Hybrid)

Euronext London Limited; Milano; Hybrid; EUR 50,000 - 70,000; Full time

Job summary

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.

Qualifications

• 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.

Responsibilities

• 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.

Skills

Quantitative analysis

Risk assessment

Programming in Python

Financial risk concepts

Education

Degree in Mathematics, Physics, Engineering, or Quantitative Finance

Tools

Statistical software

Job description

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.