- Prestigious and structured financial company
- Model validation specialist

Azienda

Our client is a prestigious and structured financial company with offices in Rome and Milan

Offerta

Key accountabilities:

- Independently validate risk models designed by LOD1used to measure market (mainly), credit risk and liquidity risk
- Timely analyse significant changes to a model through a standardize approach and issue recommendations/ suggest alternatives
- Programming replica algorithms of production Models
- Development and analysis of sensitivity tests, VaR backtesting, stress testing, reverse test testing
- Input data validation, implement process improvements to streamline data analysis and reporting
- Liaise with Regulators for MV topics
- Interact effectively with model designer and model developers (IT)
- Presenting findings and recommendations to management and stakeholders
- Anticipate the impacts of new business initiatives on the MV activities

Competenze ed esperienza

Your Profile:

- Master's Degree in Quantitative finance, Engineering, Mathematics, Statistics, Physics or equivalent
- Strong knowledge of financial markets and instruments, pricing, risk indicators
- 4-5 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, Phyton, SQL, Julia, C++)
- Strong analytical skills, critical thinking, and problem solving attitude
- Fluency in both spoken and written english
- Strong attitude to teamwork and ability to work well under pressure
- Excellent communication skills and outcome oriented
- Knowledge of info providers ( Bloomberg, Reuters)

Completa l'offerta

- Permanent contract
- CCNL Credito
- Annual gross salary between 42.000 and 45.000 EUR.
- Buoni pasto

Puoi presentare la candidatura se il ruolo è in linea con la tua esperienza.

Fatta eccezione per il caso in cui presenti la tua candidatura per posizioni riservate a categorie protette ai sensi della Legge 68/99 (nel qual caso ti chiediamo di inserire solo conferma della tua appartenenza a tali categorie, senza alcuna ulteriore informazione relativa alla salute o disabilità), la tua candidatura non deve contenere informazioni relative al tuo stato di salute, ivi inclusa l'eventuale appartenenza a una categoria protetta, in quanto non rilevanti per la valutazione della candidatura.

#J-18808-Ljbffr

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