Euronext Clearing - Specialist, Model Risk

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/8ggmg9

OverviewIn this role you validate risk models used to measure market, credit, and liquidity risk, and you develop independent Python-based replications for benchmarking and challenger analyses. You will analyse model changes, perform sensitivity and backtesting studies, and support regulatory interactions. You will collaborate with model designers, external consultants, and regulators, translating findings into independent validation reports. This position offers impact across risk management and regulatory compliance within a cross-functional team.

Responsabilità

Independently validate risk models used to measure market, credit, and liquidity riskDevelop and maintain Python-based replications for margin and stress testing modelsAnalyze significant model changes with a standardized approach and provide recommendationsDesign and perform sensitivity analyses, backtesting, anti-procyclicality and stress testingValidate input data and streamline data analysis and reporting processesLiaise with regulators on MV topicsCollaborate with model designers,



developers, and external validatorsPresent findings to management and draft independent validation reports to internal and supervisory standards

Requisiti fondamentali

Master's degree in a quantitative field5-7 years in banking/financial services; regulators or consultancy experience is a plusStrong grounding in market risk techniques (VaR and Expected Shortfall) and backtestingFamiliarity with EMIR and ESMA standards is a plusProficiency in Microsoft OfficeStrong programming skills (Python, SQL, Julia) and ability to build models in a professional environmentStrong analytical, problem-solving, and communication skillsEnglish fluency (spoken and written) including technical reportingTeamwork oriented and able to work under pressureKnowledge of Bloomberg, ReutersCFA and/or FRM certification preferredTeamworkCommunicationProblem-solvingPythonSQLJulia

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/8ggmg9