Join us as a Senior Quantitative Risk Analyst – Financial Risk (LOD2, CCP)Location: Rome (Hybrid)Team: Clearing Risk – LOD2 Financial & Credit RiskReporting to: Head of Financial & Credit RiskGross Annual Salary: 45.000 - 50.000 euroAbout 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 conditionsIdentify weaknesses and propose improvements, recalibration, or redesignContribute to structured reviews of new models, parameter changes, and new business initiativesEMIR Tests & Quantitative Validation ActivitiesExecute and enhance EMIR-mandated tests (Backtesting, Sensitivity Analysis, Reverse Stress Testing)Analyse results with a critical view on model performance, stability, and procyclicalitySupport interpretation of outcomes and escalation of key findingsContribute to continuous improvement of testing frameworks and methodologiesControls & Risk MonitoringDesign and perform quantitative controls on margin, default fund, and key risk metricsMonitor consistency, stability, and risk sensitivity of model outputsDevelop anomaly detection approaches (including data-driven or ML-based techniques)Investigate outliers and perform deep-dive analyses when neededOther responsibilities (secondary scop

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