Overview
In this role, you will independently validate risk models used to measure market, credit, and liquidity risk. You’ll develop Python replications for margin and stress testing, benchmarking, and challenger analyses. You’ll analyze model changes, perform sensitivity and backtesting analyses, and drive data validation and reporting improvements. You will liaise with regulators and collaborate with model designers, external consultants, and management to present findings. This position offers meaningful work shaping risk validation in a fast-paced capital markets environment.
Responsabilità
- Independently validate risk models used for market, credit, and liquidity risk
- Develop and maintain Python replications of margin and stress testing models
- Analyze model changes with a standardized approach and provide recommendations
- Design and perform sensitivity analyses, backtesting, and stress testing
- Validate input data and improve data analysis and reporting processes
- Liaise with regulators on MV topics
- Collaborate with model designers, developers, and external consultants
- Present findings to management and draft validation reports to standards
Requisiti fondamentali
- 3-5 years of experience in banking or financial services, regulators or consultancy
- Strong knowledge of financial markets, instruments, and risk indicators
- Solid grounding in market risk techniques (VaR and Expected Shortfall, backtesting)
- Familiarity with EMIR and ESMA standards is a plus
- Proficiency in Microsoft Office
- Programming skills in Python, SQL, Julia; ability to build and document models in a professional environment
- Strong analytical, problem-solving, and communication skills
- Fluency in English (spoken/written) including technical reporting
- Knowledge of data providers (Bloomberg, Reuters)
- CFA and/or FRM certifications preferred
- teamwork
- communication
- ability to work under pressure
- Python
- SQL
- Julia
Euronext Clearing - Senior Associate, Model Validation datore di lavoro: Euronext
Euronext è un datore di lavoro eccezionale, offrendo un ambiente di lavoro stimolante e innovativo nel cuore di Milano. I nostri stagisti hanno l'opportunità di sviluppare competenze pratiche in un team internazionale e diversificato, contribuendo a progetti significativi che plasmano i mercati dei capitali del futuro. Con percorsi di carriera flessibili e un forte impegno per la sostenibilità, Euronext è il luogo ideale per chi cerca un'esperienza lavorativa significativa e gratificante.
