Model Validation Specialist- Roma

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/7aax37

Categoria:
Financial Services
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Luogo di lavoro:
Roma
As Model Validation Specialist, you will be responsible for validating and verifying risk models to ensure their compliance and accuracy. The position is based in Rome and requires a strong focus on details and analytical skills.
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
Requisiti:
Your Profile:Master's Degree in Quantitative finance, Engineering, Mathematics, Statistics, Physics or equivalentStrong knowledge of financial markets and instruments, pricing, risk indicators4-5 years of work experience in the banking or financial services industry, xrdbqlu including regulators or consultancy firmsProficiency in Microsoft Office packageStrong knowledge of programming languages ( e.g. Matlab, Phyton, SQL, Julia, C++)Strong analytical skills, critical thinking, and problem solving attitudeFluency in both spoken and written englishStrong attitude to teamwork and ability to work well under pressureExcellent communication skills and outcome orientedKnowledge of info providers ( Bloomberg, Reuters)
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Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/7aax37