Model validation specialist- Roma

Categoria:  Financial Services
Luogo di lavoro:  Roma
As Model Validation Specialist, you will be responsible for validating and verifying risk models to ensure their compliance and accuracy. The position is based in Rome and requires a strong focus on details and analytical skills.
Key accountabilities   Independently validate risk models designed by LOD1used 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 test 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

Requisiti:

Your Profile:

Master's Degree in Quantitative finance, Engineering, Mathematics, Statistics, Physics or equivalent

Strong knowledge of financial markets and instruments, pricing, risk indicators4-5 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, Phyton, 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)

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