ppbJoin us as a /b bModel validation senior specialist! /b /ppAre 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. /ph3Key accountabilities /h3ulliIndependently validate the risk models designed by LoD1 Risk used to measure market, credit risk and liquidity risk /liliTimely analyse significant changes to a model through a standardized approach and issue recommendations/suggest alternatives /liliDevelopment and analysis of sensitivity analysis, backtesting and stress 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 /liliPresenting findings and recommendations to management and stakeholders /li /ulh3Additional activities /h3ulliDraft technical specifications in the area of Credit and Counterparty risk (Basel III) following the launch of new products /li /ulh3Knowledge, Skills and Experience Required /h3ulliMaster's Degree in Quantitative Finance, Engineering, Mathematics, Statistics,



Physics or equivalent /liliStrong knowledge of financial markets and instruments, pricing, risk indicators /lili5-7 years of work experience in the banking or financial services industry, including regulators or consultancy firms /liliProficiency in Microsoft Office package /liliStrong knowledge of programming languages (e.g. Matlab, Python, SQL, Julia, C++…) /liliStrong analytical skills, critical thinking and problem solving attitude /liliFluency in both spoken and written English /liliStrong attitude to teamwork and ability to work well under pressure /liliExcellent communication skills and outcome oriented /liliKnowledge of info providers (Bloomberg, Reuters) /li /ulpWe 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. /p /p #J-18808-Ljbffr

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