Euronext Clearing - Specialist, Model Risk

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/8oo1d3

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/8oo1d3