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.

📌 Model validation specialist- Roma
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📍 Roma