Join us as a Model Validation – Senior Associate Are you ready to shape the future of capital markets? We are looking for a Model Validation – Senior Associate to join the Model Risk LOD2 Team in Rome. This is a position offering an exciting opportunity to contribute to our mission. RAL starting from 45.000€ CCNL credito Key Accountabilities * Independently validate the risk models designed by LoD1 used to measure market, credit risk and liquidity risk * Develop and maintain independent Python replications of margin and stress testing models, used to benchmark results and to run challenger analyses * Timely analyse significant changes to a model through a standardized approach and issue recommendations/suggest alternatives * Design and perform sensitivity analyses, backtesting, anti-procyclicality and stress testing analyses * Input data validation, implement process improvements to streamline data analysis and reporting * Liaise with Regulators for MV topics * Interact effectively with model designers and model developers,



as well as with external consultants supporting validation activities * Present findings and recommendations to management and stakeholders, and draft independent validation reports to internal and supervisory standards Knowledge, Skills And Experience * Master's Degree in Quantitative Finance, Engineering, Mathematics, Statistics, Physics or equivalent * Strong knowledge of financial markets and instruments, pricing, risk indicators * 3-5 years of work experience in the banking or financial services industry, including regulators or consultancy firms; experience with Clearing Houses is a plus * Solid grounding in market risk quantitative techniques (VaR and Expected Shortfall estimation and related backtesting tests) * Familiarity with the EMIR regulatory framework and ESMA technical standards is a plus * Proficiency in Microsoft Office package * Strong knowledge of programming languages (e.G. Python, SQL, Julia...), with the ability to build an

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