OverviewIn this role, you will independently validate risk models used to measure market, credit, and liquidity risk.
You'll develop Python replications for margin and stress testing, benchmarking, and challenger analyses.
You'll analyze model changes, perform sensitivity and backtesting analyses, and drive data validation and reporting improvements.
You will liaise with regulators and collaborate with model designers, external consultants, and management to present findings.
This position offers meaningful work shaping risk validation in a fast-paced capital markets environment.
ResponsabilitàIndependently validate risk models used for market, credit, and liquidity risk
Develop and maintain Python replications of margin and stress testing models
Analyze model changes with a standardized approach and provide recommendations
Design and perform sensitivity analyses, backtesting, and stress testing
Validate input data and improve data analysis and reporting processes
Liaise with regulators on MV topics
Collaborate with model designers,

developers, and external consultants
Present findings to management and draft validation reports to standards
Requisiti fondamentali3-5 years of experience in banking or financial services, regulators or consultancy
Strong knowledge of financial markets, instruments, and risk indicators
Solid grounding in market risk techniques (VaR and Expected Shortfall, backtesting)
Familiarity with EMIR and ESMA standards is a plus
Proficiency in Microsoft Office
Programming skills in Python, SQL, Julia; ability to build and document models in a professional environment
Strong analytical, problem-solving, and communication skills
Fluency in English (spoken/written) including technical reporting
Knowledge of data providers (Bloomberg, Reuters)
CFA and/or FRM certifications preferred
teamwork
communication
ability to work under pressure
Python
SQL
Julia

Euronext Clearing - Senior Associate, Model Validation

Meccanico - 0149

Pizzaiolo esperto 2.500

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