Euronext Clearing- Model validation specialist

Join us as a Model validation specialist! 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.

Requirements

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

Benefits

• Pension plan
• Paid time off
• Health insurance