Our Client: major company established in the financial market, leader in risk management.
Main duties:
The figure will report directly to the Risk Manager, and will be responsible for the following activities:
1. Monitoring of Market Risk of the financial instruments cleared
2. Monitoring of Investment Risk and Liquidity Risk
3. Derivatives Pricing Controls
4. Guarantees Calculation
5. Risk Model Development
6. Back Testing
7. Sensitivity/Stress and Reverse Stress Testing
8. Collateral eligibility criteria and haircuts calculation
9. Recovery Plan
10. Risk Regulatory activities
11. Support the Clients for Risk Management topics
Requirements :
12. Master’s Degree in Economics, Quantitative Finance or equivalent
13. 3-4 year of work experience in Risk Management within banking / investment banking and financial contexts
14. Deep knowledge of financial markets and instruments
15. Fluency in English
16. Proficiency in Microsoft Office package
17. Knowledge of programming languages (e.g. Python, Matlab, VB, Java, C++)
Workplace: Rome