Michael Page 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

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)

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

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, s

📌 Model validation specialist- Prestigious and structured financial company (Roma)
🏢 Michael Page
📍 Roma