Test Validation Specialist

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

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. 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 Interact effectively with model designer and model developers 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 ~ 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++…) ~ Fluency in both spoken and written English ~ Strong attitude to teamwork and ability to work well under pressure ~ 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. #

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