Overview Excellent opportunity to join a growing business with significant momentum in the market place. Working as a Senior Quantitative Risk Analyst in the Second Line Risk Team. The risk team is building a new structure and set up, covering new products and responsibility. Second line play an important role in challenging the methodology, working with the CRO and Second line Risk Manager. Both roles giving a high level view of the organisation. Validating the models and owning the risk controls. A great chance to be part of an evolving new set up, embracing change and looking to gain growth within the market. Hybrid working is on offer, there is a preference to work in Rome, however Milan can be considered. There is a chance to gain performance bonuses on top of salary and other benefits. Responsibilities Validate models and own the risk controls. Challenge the methodology in collaboration with the CRO and Second Line Risk Manager. Provide a high-level view of the organisation from the second line risk perspective. Skills and Qualifications Open to Python, SQL, VBA, C++ and Matlab / Java Master level education - Financial Engineering, Quantitative Risk Management, Financial Risk Management, Finance and other numerate or Financial Market related subjects. FRM and CQF qualifications will be greatly of interest. Knowledge of at least one: Equity Commodities Fixed Income Repo Derivatives Good knowledge of Financial Markets Looking at around 4 years of experience English speaking and writing skills, able to communicate globally Please do get in touch to discuss further if you feel you have the rights skills for the role and would like to hear more or apply. Must have right to work in the EU, no sponsorship is on offer for these roles. J-18808-Ljbffr