03 set - Roma
Euronext
Join us as a Model validation senior specialist
Are you ready to shape the future of capital markets? We are looking for a Model validation senior specialist to join the Model Risk LOD2 Team in Rome. This is a position offering an exciting opportunity to contribute to our mission.
Key accountabilities
- Independently validate the risk models designed by LoD1 Risk used to measure market, credit risk and liquidity risk
- Timely analyse significant changes to a model through a standardized approach and issue recommendations/suggest alternatives
- Development and analysis of sensitivity analysis, backtesting and stress 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
- Presenting findings and recommendations to management and stakeholders
Additional activities
- Draft technical specifications in the area of Credit and Counterparty risk (Basel III) following the launch of new products
Knowledge,
Skills and Experience Required
- Master's Degree in Quantitative Finance, Engineering, Mathematics, Statistics, Physics or equivalent
- Strong knowledge of financial markets and instruments, pricing, risk indicators
- 5-7 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, Python, 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)
We are proud to be an equal opportunity employer. We do not discriminate against individuals on the basis of race, gender, age, citizenship, religion, sexual orientation, gende
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