Overview Euronext Roma EUR 70.000 - 90.000 Position: Euronext Clearing - Model validation senior specialist Location: Rome - via Tomacelli Type: Full time Posted on: Today Responsibilities Independently validate the risk models designed by LoD1 Risk used to measure market, credit risk and liquidity risk Timely analyse significant changes to a model through a standardized approach and issue recommendations/suggest alternatives Develop and analyse sensitivity analysis, backtesting and 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 Present findings and recommendations to management and stakeholders Draft technical specifications in the area of Credit and Counterparty risk (Basel III) following the launch of new products Qualifications Master’s 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) We 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 describes the main activities within a role and is not exhaustive. It does not prevent adding more tasks, projects. Euronext operates regulated and transparent markets and provides technology and managed services globally. J-18808-Ljbffr