ppbCategoria: /b Financial Servicesbr/bLuogo di lavoro: /b Roma /ppAs Model Validation Specialist, you will be responsible for validating and verifying risk models to ensure their compliance and accuracy. The position is based in Rome and requires a strong focus on details and analytical skills. /ph3Key accountabilities /h3ulliIndependently validate risk models designed by LOD1used to measure market (mainly), credit risk and liquidity risk /liliTimely analyse significant changes to a model through a standardize approach and issue recommendations/ suggest alternatives /liliProgramming replica algorithms of production Models /liliDevelopment and analysis of sensitivity tests, VaR backtesting, stress testing, reverse test testing /liliInput data validation, implement process improvements to streamline data analysis and reporting /liliLiaise with Regulators for MV topics /liliInteract effectively with model designer and model developers (IT)



/liliPresenting findings and recommendations to management and stakeholders /liliAnticipate the impacts of new business initiatives on the MV activities /li /ulpbRequisiti: /b Your Profile:Master's Degree in Quantitative finance, Engineering, Mathematics, Statistics, Physics or equivalentStrong knowledge of financial markets and instruments, pricing, risk indicators4-5 years of work experience in the banking or financial services industry, including regulators or consultancy firmsProficiency in Microsoft Office packageStrong knowledge of programming languages ( e.g. Matlab, Phyton, SQL, Julia, C++)Strong analytical skills, critical thinking, and problem solving attitudeFluency in both spoken and written englishStrong attitude to teamwork and ability to work well under pressureExcellent communication skills and outcome orientedKnowledge of info providers ( Bloomberg, Reuters) /p /p #J-18808-Ljbffr

📌 Model validation specialist- Roma
🏢 Michael Page International
📍 Roma