Model validation specialist- Prestigious and structured financial company

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/788ta0

Michael Page Key accountabilities: - Independently validate risk models designed by LOD1used to measure market (mainly), credit risk and liquidity risk - Timely analyse significant changes to a model through a standardize approach and issue recommendations/ suggest alternatives - Programming replica algorithms of production Models - Development and analysis of sensitivity tests, VaR backtesting, stress testing, reverse test testing - Input data validation, implement process improvements to streamline data analysis and reporting - Liaise with Regulators for MV topics - Interact effectively with model designer and model developers (IT) - Presenting findings and recommendations to management and stakeholders - Anticipate the impacts of new business initiatives on the MV activities Your Profile: - Master's Degree in Quantitative finance, Engineering, Mathematics, Statistics, Physics or equivalent - Strong knowledge of financial markets and instruments, pricing, risk indicators - 4-5 years of work experience in the banking or financial services industry, including regulators or consultancy firms - Proficiency in Microsoft Office package - Strong knowledge of programming languages ( e.g. Matlab, Phyton, SQL, Julia, C++) - Strong analytical skills,



critical thinking, and problem solving attitude - Fluency in both spoken and written english - Strong attitude to teamwork and ability to work well under pressure - Excellent communication skills and outcome oriented - Knowledge of info providers ( Bloomberg, Reuters) Our client is a prestigious and structured financial company with offices in Rome and Milan - Permanent contract - CCNL Credito - Annual gross salary between 42.000 and 45.000 EUR. - Buoni pasto Puoi presentare la candidatura se il ruolo è in linea con la tua esperienza. Fatta eccezione per il caso in cui presenti la tua candidatura per posizioni riservate a categorie protette ai sensi della Legge 68/99 (nel qual caso ti chiediamo di inserire solo conferma della tua appartenenza a tali categorie, senza alcuna ulteriore informazione relativa alla salute o disabilità), la tua candidatura non deve contenere informazioni relative al tuo stato di salute, ivi inclusa l'eventuale appartenenza a una categoria protetta, in quanto non rilevanti per la valutazione della candidatura. Settore: Altro Ruolo: Ingegneria/Progettazione RAL:

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/788ta0