Euronext Clearing- Senior Associate, Financial Risk

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/89q49g

h3Join us as a Senior Quantitative Risk Analyst – Financial Risk (LOD2, CCP) /h3pLocation: Rome (Hybrid) Team: Clearing Risk – LOD2 Financial Credit Risk Reporting to: Head of Financial Credit Risk Gross Annual Salary: 45.000 - 50.000 euro /ph3About the role /h3pWe are looking for a quantitative profile to join the Risk Oversight Controls (ROC) function within the Second Line of Defence (LOD2) of a Central Counterparty (CCP). The role is focused on independent model challenge, EMIR regulatory testing and controls across margin, default fund, and risk frameworks. This is a high-impact position: you will not develop models, but you will assess, challenge, and strengthen them. You will work at the intersection of quantitative modelling, risk governance, and regulatory expectations. /ph3Key responsibilities /h3ulliModel Challenge (core focus) /liliPerform independent challenge of Initial Margin, Default Fund, and stress testing frameworks across asset classes (Fixed Income, Equities, Derivatives, Commodities, Power) /liliAnalyse model assumptions, limitations, and behaviour under stressed and non-linear market conditions /liliIdentify weaknesses and propose improvements, recalibration, or redesign /liliContribute to structured reviews of new models, parameter changes, and new business initiatives /liliEMIR Tests Quantitative Validation Activities /liliExecute and enhance EMIR-mandated tests (Backtesting, Sensitivity Analysis, Reverse Stress Testing) /liliAnalyse results with a critical view on model performance, stability, and procyclicality /liliSupport interpretation of outcomes and escalation of key findings /liliContribute to continuous improvement of testing frameworks and methodologies /liliControls Risk Monitoring /liliDesign and perform quantitative controls on margin, default fund, and key risk metrics /liliMonitor consistency, stability, and risk sensitivity of model outputs /liliDevelop anomaly detection approaches (including data-driven or ML-based techniques) /liliInvestigate outliers and perform deep-dive analyses when needed /li /ulh3Other responsibilities (secondary scope)



/h3ulliContribute to the challenge of key risk policies (Default Management, Liquidity, Collateral, Investment) /liliSupport default-related activities (e.g. liquidation logic, fire drills) /liliContribute to liquidity and investment risk monitoring tools /liliSupport development of internal analytics (including credit-related insights where relevant) /liliContribute to regulatory monitoring (EMIR / ESMA / IOSCO) and internal reporting /liliParticipate in the development of tools, dashboards, and automation initiatives /li /ulh3What we are looking for /h3pWe are looking for a strong quantitative thinker, able to challenge and not just execute. /ph3Required /h3ulliDegree in Mathematics, Physics, Engineering, Quantitative Finance or similar /liliStrong understanding of financial risk concepts /liliSolid analytical mindset with the ability to question models and assumptions /liliGood programming skills (Python preferred) for data analysis and modelling /liliAbility to work independently on complex and unstructured problems /li /ulh3Preferred /h3ulliExperience in CCPs, clearing houses, or financial markets /liliKnowledge of margin methodologies (VaR, Expected Shortfall, stress testing) /liliFamiliarity with EMIR or similar regulatory frameworks /liliExposure to large datasets and/or machine learning / AI techniques /li /ulh3What makes this role interesting /h3ulliDirect involvement in the independent challenge of CCP risk models /liliExposure to regulatory-driven quantitative frameworks (EMIR testing)



/liliHigh visibility and interaction with senior stakeholders /liliOpportunity to develop a critical understanding of how risk models behave in practice /liliSteep learning curve across multiple asset classes and risk dimensions /li /ulh3Why join us /h3pYou will be part of a function that plays a critical role in ensuring the robustness and credibility of the CCP risk framework. This is an opportunity to work on complex quantitative problems with real impact, in an environment where critical thinking and independence are key. /ppWe 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. /ph3Additional Information /h3pThis job description is only describing the main activities within a certain role and is not exhaustive. It does not prevent to add more tasks, projects. Euronext is the leading European capital market infrastructure, covering the entire capital markets value chain, from listing, trading, clearing, settlement and custody to solutions for issuers and investors. Euronext operates MTS, one of Europe’s leading electronic fixed income trading markets, and Nord Pool, the European power market. Euronext also provides clearing and settlement services through Euronext Clearing and its Euronext Securities central securities depositories (CSDs) in Denmark, Italy, Norway and Portugal. Euronext’s regulated exchanges in Belgium, France, Greece, Ireland, Italy, the Netherlands, Norway and Portugal host a broad range of listed issuers, a strong blue-chip franchise and the largest global center for debt and fund listings. With a diverse domestic and international client base, Euronext is a major venue for European lit equity trading. Its products include equities, FX, ETFs, bonds, derivatives, commodities and indices. For the more information, please visit our career website. /p #J-18808-Ljbffr

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/89q49g