Può ottenere maggiori dettagli sulla natura di questa posizione e sui requisiti per i candidati leggendo quanto segue.
Are you ready to shape the future of capital markets? We are looking for a Model validation senior specialist to join the Model Risk LOD2 Team in Rome. This is a position offering an exciting opportunity to contribute to our mission.
Key accountabilities
- Independently validate the risk models designed by LoD1 Risk used to measure market, credit risk and liquidity risk
- Timely analyse significant changes to a model through a standardized approach and issue recommendations/suggest alternatives
- Development and analysis of sensitivity analysis, backtesting and stress 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
- Presenting findings and recommendations to management and stakeholders
Additional activities
- Draft technical specifications in the area of Credit and Counterparty risk (Basel III) following the launch of new products
Knowledge, Skills and Experience Required
- Master's Degree in Quantitative Finance, Engineering, Mathematics, Statistics, Physics or equivalent
- Strong knowledge of financial markets and instruments, pricing, risk indicators
- 5-7 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, Python, 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)
We are proud to be an equal opportunity employer. We do
📌 Euronext Clearing- Model validation senior specialist (Roma)
🏢 Euronext
📍 Roma
Candidati a questo annuncio
Mostra le tue capacità professionali all'azienda, compila il form e lascia un tocco personale nella lettera di presentazione, aiuterà il recruiter nella scelta del candidato.