hrhub in Rome is seeking a Model Risk
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- Specialist to join the Model Risk LOD2 Team.
You will independently validate models and develop Python-based replications for margin and stress testing, ensuring alignment with internal and supervisory standards.
The ideal candidate holds a Master’s in a quantitative field, 5-7 years in banking/finance, strong VaR/ES knowledge, and fluent English. xysqume
Experience with EMIR/ESMA is a plus; collaboration with regulators and external consultants is expected.
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📌 Model Risk Specialist: Validate & Stress-Test Market Models (Roma)
🏢 Hrhub
📍 Roma