Euronext Clearing - Specialist, Model Risk

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/8on0mh

Overview

In 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 risk
- Develop and maintain Python-based replications for margin and stress testing models
- Analyze significant model changes with a standardized approach and provide recommendations
- Design and perform sensitivity analyses, backtesting, anti-procyclicality and stress testing
- Validate input data and streamline data analysis and reporting processes
- Liaise with regulators on MV topics
- Collaborate with model designers, developers,



and external validators
- Present findings to management and draft independent validation reports to internal and supervisory standards

Requisiti fondamentali

- Master's degree in a quantitative field
- 5-7 years in banking/financial services; regulators or consultancy experience is a plus
- Strong grounding in market risk techniques (VaR and Expected Shortfall) and backtesting
- Familiarity with EMIR and ESMA standards is a plus
- Proficiency in Microsoft Office
- Strong programming skills (Python, SQL, Julia) and ability to build models in a professional environment
- Strong analytical, problem-solving, and communication skills
- English fluency (spoken and written) including technical reporting
- Teamwork oriented and able to work under pressure
- Knowledge of Bloomberg, Reuters
- CFA and/or FRM certification preferred

- Teamwork
- Communication
- Problem-solving
- Python
- SQL
- Julia

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/8on0mh