Model Validation Manager

Interessante opportunità professionale settore credito, Sede Roma Interessante opportunità professionale settore credito Sede Roma Azienda Multi-asset clearing house that provides proven risk management services on a number of European markets. Cleared asset classes include equities, ETPs, financial and commodity derivatives and bonds (cash and repo markets). The Company is also expanding its business on the power derivatives market and Fixed income markets. Offerta Leading the independent validation of risk models designed by LoD1 used to measure market, credit risk and liquidity risk Timely analyse significant changes to a model through a standardize 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 Competenze ed esperienza Master's Degree in Economics, Finance, Engineering, Mathematics, Statistics, Physics or equivalent Strong knowledge of financial markets and instruments, derivatives pricing 5-7 years of work experience in the banking or financial services industry, including regulators and consultancy firms Proficiency in Microsoft Office package Strong knowledge of programming languages (e.g. Matlab, Python, 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 L'offerta prevede un contratto a tempo indeterminato, ccnl bancario La retribuzione sarà commisurata in base all'esperienza maturata, con un range retributivo previsto intorno ai 45.000-50.000 euro. Smartworking Strumenti aziendali e ambiente dinamico. Orario di lavoro: Full Time, 40 ore settimanali (lun-ven, 9:00-18:00). Sede di lavoro: Roma Centro. J-18808-Ljbffr

Location: Roma, Lazio, IT

Posted Date: 10/14/2025