Model validation specialist- Roma
Pubblicato il 13-08-2026 - Michael Page International in Roma
Riferimento: JN-072026-7074443Pubblicato il: 2026-07-30Luogo: Roma, Italia, ITSalario: 42000 - 45000 /annoTipo di contratto: Tempo pienoAzienda: Michael PageConsulente: Stefania TornatoraPrestigious and structured financial companyModel validation specialistAzienda 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 riskTimely analyse significant changes to a model through a standardize approach and issue recommendations/ suggest alternativesProgramming replica algorithms of production ModelsDevelopment and analysis of sensitivity tests, VaR backtesting, stress testing, reverse test testingInput data validation, implement process improvements to streamline data analysis and reportingLiaise with Regulators for MV topicsInteract effectively with model designer and model developers (IT)Presenting findings and recommendations to management and stakeholdersAnticipate the impacts of new business initiatives on the MV activitiesCompetenze ed esperienza 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, 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)Completa l'offertaPermanent contractCCNL CreditoAnnual gross salary between 42.000 and 45.000 EUR.Ticket restaurantPuoi 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.