Model Risk Specialist: Python, Var & Stress Testing Expert
Cassa di Compensazione e Garanzia S.p.A. in Rome is seeking a Model Risk – Specialist to independently validate risk models for market, credit and liquidity risk.
You will develop Python-based replications of margin and stress testing models and analyze significant model changes with clear recommendations.
The role requires a Master's degree in a quantitative field, 5-7 years in banking or finance, and strong programming (Python/SQL/Julia).
#J-*****-Ljbffr
You will develop Python-based replications of margin and stress testing models and analyze significant model changes with clear recommendations.
The role requires a Master's degree in a quantitative field, 5-7 years in banking or finance, and strong programming (Python/SQL/Julia).
#J-*****-Ljbffr