OverviewIn this Senior Quantitative Risk Analyst role, you'll provide independent challenge to CCP risk models within the ROC function of the LOD2.
You will assess margin, default fund, and risk frameworks across multiple asset classes, ensuring robustness under stressed conditions.
The role blends quantitative modelling, governance, and regulatory expectations, with a focus on challenging rather than building models.
You'll work closely with stakeholders to strengthen controls and testing methodologies, contributing to a credible risk framework.
This position offers high visibility and impact in EMIR-driven regulatory contexts and CCP risk oversight.
ResponsabilitàIndependent challenge of Initial Margin, Default Fund and stress testing frameworks across asset classes
Analyse model assumptions and behavior under stressed and non-linear conditions
Identify weaknesses and propose recalibration or redesign
Contribute to reviews of new models, parameter changes, and new business initiatives
Execute and enhance EMIR-mandated tests (Backtesting, Sensitivity Analysis, Reverse Stress Testing)




Analyse results for performance, stability, and procyclicality
Support interpretation and escalation of key findings
Design and perform quantitative controls on margin, default fund, and key risk metrics
Develop anomaly detection approaches and investigate outliers
Contribute to regulatory monitoring and internal reporting
Contribute to tools, dashboards, and automation initiatives
Requisiti fondamentaliDegree in Mathematics, Physics, Engineering, Quantitative Finance or similar
Strong understanding of financial risk concepts
Analytical mindset with ability to question models
Good programming skills (Python preferred) for data analysis and modelling
Ability to work independently on complex problems
Strong analytical thinking
Independent and proactive problem solver
Effective communication with senior stakeholders
Python programming
Model validation and stress testing
Risk metrics (VaR, Expected Shortfall)

📌 Euronext Clearing- Senior Associate, Financial Risk Lod2 (Bardi)
🏢 Euronext
📍 Bardi