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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, gender identity or expression, disability, or any other legally protected factor. We value the unique talents of all our people, who come from diverse backgrounds with different personal experiences and points of view and we are committed to providing an environment of mutual respect.
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