Euronext Clearing- Senior Associate, Financial Risk

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Euronext Clearing- Senior Associate, Financial Risk LOD2 page is loaded## Euronext Clearing- Senior Associate, Financial Risk LOD2locations: Rome - via Tomacelli: Milantime type: Full timeposted on: Posted Todayjob requisition id: R26699Join us as a Senior Quantitative Risk Analyst – Financial Risk (LOD2, CCP) Location: Rome (Hybrid) Team: Clearing Risk – LOD2 Financial & Credit Risk Reporting to: Head of Financial & Credit RiskAbout the roleWe are looking for a quantitative profile to join the Risk Oversight & Controls (ROC) function within the Second Line of Defence (LOD2) of a Central Counterparty (CCP).The role is focused on independent model challenge, EMIR regulatory testing and controls across margin, default fund, and risk frameworks.This is a high-impact position: you will not develop models, but you will assess, challenge, and strengthen them. You will work at the intersection of quantitative modelling, risk governance, and regulatory expectations.Key responsibilitiesModel Challenge (core focus)* 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 initiativesEMIR Tests & Quantitative Validation Activities* 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 methodologiesControls & Risk Monitoring* Design and perform quantitative controls on margin, default fund, and key risk metrics* Monitor consistency, stability, an

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