Euronext Clearing- Model validation senior specialist

Job description

Join us as a Model validation senior specialist! Are you ready to shape the future of capital markets? We are looking for a Model validation senior specialist to join the Model Risk LOD2 Team in Rome. This is a position offering an exciting opportunity to contribute to our mission. Key accountabilities: - 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 - Development and analysis of 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 - Presenting findings and recommendations to management and stakeholders Additional activities: - Draft technical specifications in the area of Credit and Counterparty risk (Basel III) following the launch of new products Knowledge, Skills and Experience Required: W e are proud to be an equal opportunity employer. We do not discriminate against individuals on the...