Euronext Clearing- Model validation specialist

Join us as a Model validation specialist!

Are you ready to shape the future of capital markets We are looking for a Model validation specialist to join the Model Risk LOD2 Team in Rome. This is a position offering an exciting opportunity to contribute to our mission.

Key accountabilities:

Independently validate risk models designed by LoD1 used 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 stress 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

Additional activities:

Draft technical specifications in the area of Credit and Counter party risk (SA-CCR) following the launch of new products

Knowledge Skills and Experience

Required:

Masters Degree in Quantitative Finance Engineering Mathematics Statistics Physics or equivalent

Strong knowledge of financial markets and instruments pricing risk indicators

5-7 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 Python 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)

W e are proud to be an equal opportunity employer. We do not discriminate against individuals on the basis of race gender age citizenship religion sexual orientation gender identity or expression disability or any other legally protected factor. We value the unique talents of all our people who come from diverse backgrounds with different personal experiences and points of view and we are committed to providing an environment of mutual respect.

Additional Information:
This job description is only describing the main activities within a certain role and is not exhaustive. It does not prevent to add more tasks projects.

Key

Skills:

Python

C / C++

Fortran

R

Data Mining

Matlab

Data Modeling

Laboratory Techniques

MongoDB

SAS

Systems Analysis

Dancing

Employment Type:

Full-Time

Experience:

years

Vacancy: 1

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