Model validation specialist- Roma

12 ago - Roma
Michael Page International

Riferimento: JN-072026-7074443Pubblicato il: 2026-07-30Luogo: Roma, Italia, ITSalario: 42000 - 45000 /anno Tipo di contratto: Tempo pieno Azienda: Michael Page Consulente: Stefania Tornatora Prestigious and structured financial company Model validation specialist Azienda Our client is a prestigious and structured financial company with offices in Rome and Milan Offerta 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 Competenze ed esperienza Your Profile: Master's Degree in Quantitative finance, Engineering, Mathematics, Statistics, Physics or equivalent Strong knowledge of financial markets and instruments, pricing,



risk indicators4-5 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)Completa l'offerta Permanent contractCCNL 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.

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