Model validation specialist- Roma

pulliPrestigious and structured financial company /liliModel validation specialist /li /ulh3Azienda /h3pOur client is a prestigious and structured financial company with offices in Rome and Milan /ph3Offerta /h3pKey accountabilities: /pulliIndependently validate risk models designed by LOD1used to measure market (mainly), credit risk and liquidity risk /liliTimely analyse significant changes to a model through a standardize approach and issue recommendations/ suggest alternatives /liliProgramming replica algorithms of production Models /liliDevelopment and analysis of sensitivity tests, VaR backtesting, stress testing, reverse test testing /liliInput data validation, implement process improvements to streamline data analysis and reporting /liliLiaise with Regulators for MV topics /liliInteract effectively with model designer and model developers (IT) /liliPresenting findings and recommendations to management and stakeholders /liliAnticipate the impacts of new business initiatives on the MV activities /li /ulh3Competenze ed esperienza /h3pYour Profile: /pulliMaster\'s Degree in Quantitative finance, Engineering, Mathematics, Statistics, Physics or equivalent /liliStrong knowledge of financial markets and instruments, pricing, risk indicators /lili4-5 years of work experience in the banking or financial services industry, including regulators or consultancy firms /liliProficiency in Microsoft Office package /liliStrong knowledge of programming languages ( e.g. Matlab, Phyton, SQL, Julia, C++) /liliStrong analytical skills, critical thinking, and problem solving attitude /liliFluency in both spoken and written english /liliStrong attitude to teamwork and ability to work well under pressure /liliExcellent communication skills and outcome oriented /liliKnowledge of info providers ( Bloomberg, Reuters) /li /ulh3Completa l\'offerta /h3ulliPermanent contract /liliCCNL Credito /liliAnnual gross salary between 42.000 and 45.000 EUR. /liliTicket restaurant /li /ulpPuoi presentare la candidatura se il ruolo è in linea con la tua esperienza. /ppFatta eccezione per il caso in cui presenti la tua candidatura per posizioni riservate a categorie protette ai sensi della Legge 68/99 (nel qual caso ti chiediamo di inserire solo conferma della tua appartenenza a tali categorie, senza alcuna ulteriore informazione relativa alla salute o disabilità), la tua candidatura non deve contenere informazioni relative al tuo stato di salute, ivi inclusa l\'eventuale appartenenza a una categoria protetta, in quanto non rilevanti per la valutazione della candidatura. /p /p #J-18808-Ljbffr