Model validation specialist- Roma

• Prestigious and structured financial company
• Model validation specialist

Azienda

Our client is a prestigious and structured financial company with offices in Rome and Milan

Offerta

Key accountabilities:

• Independently validate risk models designed by LOD1used to measure market (mainly), credit risk and liquidity risk
• Timely analyse significant changes to a model through a standardize approach and issue recommendations/ suggest alternatives
• Programming replica algorithms of production Models
• Development and analysis of sensitivity tests, VaR backtesting, stress testing, reverse test 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 (IT)
• Presenting findings and recommendations to management and stakeholders
• Anticipate the impacts of new business initiatives on the MV activities

Competenze ed esperienza

Your Profile:

• Master\'s Degree in Quantitative finance, Engineering, Mathematics, Statistics, Physics or equivalent
• Strong knowledge of financial markets and instruments, pricing, risk indicators
• 4-5 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, Phyton, 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)

Completa l\'offerta

• Permanent contract
• CCNL Credito
• Annual gross salary between 42.000 and 45.000 EUR.
• Ticket restaurant

Puoi presentare la candidatura se il ruolo è in linea con la tua esperienza.

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