Join us as a Model validation specialist!
Are you ready to shape the future of capital markets? We are looking for a Model validation 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 risk models designed by LoD1 used 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 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 (IT)
• Presenting findings and recommendations to management and stakeholders
• Anticipate the impacts of new business initiatives on the MV activities
Additional activities:
• Draft technical specifications in the area of Credit and Counterparty risk (SA-CCR) following the launch of new products
Knowledge, Skills and Experience Required
• Master’s Degree in Quantitative Finance, Engineering, Mathematics, Statistics, Physics or equivalent
• Strong knowledge of financial markets and instruments, pricing, risk indicators
• 5-7 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, 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)
We are proud to be an equal opportunity employer. We do not discriminate against individuals on the basis of race, gender, age, citizenship, religion, sexual orientation, gender identity or expression, disability, or any other legally protected factor. We value the unique talents of all our people, who come from diverse backgrounds with different personal experiences and points of view and we are committed to providing an environment of mutual respect.
This job description is only describing the main activities within a certain role and is not exhaustive. It does not prevent to add more tasks, projects.
Euronext Clearing- Model validation specialist • Rome - via Tomacelli
Si cerca un ingegnere di test software automotive per la validazione di sistemi ADAS in laboratorio, su sede cliente a Modena.Richiesta esperienza in ambito automotive e conoscenza protocolli CAN. Mostra di più
Validation Consultant – GMP Pharma (API Manufacturing).Contract: 12 months (extension likely).We are supporting a leading pharmaceutical manufacturing company with a strong international footprint,... Mostra di più
Functional Test Engineer sought for testing and validation of edge devices and connected industrial systems.Responsibilities include executing test plans, reporting bugs, and collaborating with dev... Mostra di più
Pronti a dare una svolta alla carriera nel Life Science?.Ellab, partner di riferimento per la Compliance nel settore Life Science, è in forte espansione e sta cercando nuovi talenti per rafforzare ... Mostra di più
Gestione del processo qualità in azienda del settore plastico, coordinamento del personale operativo, identificazione e risoluzione anomalie, analisi cause radice e miglioramento continuo. Mostra di più
Consulente ERP per la convalida di sistemi SAP nel settore farmaceutico, con focus su migrazione dati e compliance.Offre contratto a tempo indeterminato, retribuzione competitiva e flessibilità lav... Mostra di più
A leading manufacturing company in Italy seeks a motivated Production Officer to support growing operations.The role involves hands-on assembly, testing of valve and control products, ensuring qual... Mostra di più
Ingegnere della validazione di processo cercasi per consulenza leader nel settore medical device, per progetti presso clienti in provincia di Modena.Sarà responsabile del monitoraggio, validazione ... Mostra di più
In this role, you’ll be at the front line of bringing robots from development into the real world — helping us test, deploy, and continuously improve how they perform in real environments around th... Mostra di più
Contesto industriale innovativo e ad alto impattoPercorso di crescita in un'area qualità strutturataAziendaLa società è attiva nello sviluppo di processi avanzati di riciclo chimico che permett... Mostra di più
Italy, the United States, Germany, and Switzerland, 1200+ professionals, 4 acquisitions in a single year, 1 partner, and one comprehensive solution.LOCATION : ON-SITE IN CALIFORNIA, USA.We are look... Mostra di più
Position Summary /h3 pWe are seeking a dynamic and knowledgeable Lab Consultant for our Diagnostics Pre‑Sales team.Reporting to Head of Solution Design, the Lab Consultant will play a critical role... Mostra di più
Gruppo societario , leader nella consulenza ingegneristica altamente specializzata, fondata nel 2006, con più di 500 dipendenti.Per un importante cliente del settore automobilistico , siamo alla r... Mostra di più
Parte del Gruppo MoOngy, AGAP2 è presente sul mercato europeo in 14 paesi con servizi di consulenza ingegneristica e IT.Dal 2018, agap2 Italia opera sul territorio nazionale nei seguenti settori: A... Mostra di più
Oversees outerwear production quality by monitoring suppliers, verifying garment construction, and reporting on quality.Requires 3-5 years of experience and fluency in English, Italian, or Romanian. Mostra di più
Agap2 Italia seleziona un Validation Engineer a Brescia per validazione software di componenti off-highway.Richiesta laurea in Ingegneria Informatica e 4 anni di esperienza. Mostra di più
Cosmo I Building Health Confidence is looking for a Data & Validation Manager to coordinate data lifecycle and validation activities within the MedTech AI Division.The ideal candidate will have... Mostra di più
Data Validation Manager – Roma – Cosmo I Building Health Confidence /h3 pSalary: EUR 75,000 – 95,000.At Cosmo, we are at the forefront of revolutionizing healthcare through our groundbreaking tech... Mostra di più
