ppJoin us as a bModel Validation /b – bSenior Associate /b /ppAre you ready to shape the future of capital markets? We are looking for a bModel Validation /b – bSenior Associate /b to join the bModel Risk LOD2 /b Team in bRome /b. This is a position offering an exciting opportunity to contribute to our mission. /ppRAL starting from 45.000€ /ppCCNL credito /ph3Key Accountabilities /h3ulliIndependently validate the risk models designed by LoD1 used to measure market, credit risk and liquidity risk /liliDevelop and maintain independent Python replications of margin and stress testing models, used to benchmark results and to run challenger analyses /liliTimely analyse significant changes to a model through a standardized approach and issue recommendations/suggest alternatives /liliDesign and perform sensitivity analyses, backtesting, anti-procyclicality and stress testing analyses /liliInput data validation,



implement process improvements to streamline data analysis and reporting /liliLiaise with Regulators for MV topics /liliInteract effectively with model designers and model developers, as well as with external consultants supporting validation activities /liliPresent findings and recommendations to management and stakeholders, and draft independent validation reports to internal and supervisory standards /li /ulh3Knowledge, Skills And Experience /h3ulliMaster's Degree in Quantitative Finance, Engineering, Mathematics, Statistics, Physics or equivalent /liliStrong knowledge of financial markets and instruments, pricing, risk indicators /lili3-5 years of work experience in the banking or financial services industry, including regulators or consultancy firms; experience with Clearing Houses is a plus /liliSolid grounding in market risk quantitative techniques (VaR and Expected Shortfall estimation and related backtesting tests) /liliFamiliarity with the EMIR regulatory framework and ESMA technical standards is a plus /liliProficiency in Microsoft Office package /liliStr

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