Join us as a Model validation senior specialist!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 accountabilitiesIndependently validate the risk models designed by LoD1 Risk used to measure market, credit risk and liquidity riskTimely analyse significant changes to a model through a standardized approach and issue recommendations/suggest alternativesDevelopment and analysis of sensitivity analysis, backtesting and stress testingInput data validation, implement process improvements to streamline data analysis and reportingLiaise with Regulators for MV topicsInteract effectively with model designer and model developersPresenting findings and recommendations to management and stakeholdersAdditional activitiesDraft technical specifications in the area of Credit and Counterparty risk (Basel III) following the launch of new productsKnowledge, Skills and Experience RequiredMaster's Degree in Quantitative Finance, Engineering, Mathematics, Statistics,



Physics or equivalentStrong knowledge of financial markets and instruments, pricing, risk indicators5-7 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, Python, 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)We are proud to be an equal opportunity employer. We do not discriminate against individuals on the basis of race, gender, age, citizenship, religion, sexual orientation, gender identity or expression, disability, or any other legally protected factor. We value the unique talents of all our people, who come from diverse backgrounds with different personal experiences and points of view and we are committed to providing an environment of mutual respect. #J-18808-Ljbffr

📌 Euronext Clearing- Model validation senior specialist (Roma)
🏢 Euronext
📍 Roma